Lufax Holding Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.60% (+12.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.9035 | 3.46 | |
| 0.0887 | 15.65 | |
| 0.9646 | 84.71 | |
| 4.1882 | 4.50 |
Estimation Period:
Oct 30, 2020 to Feb 6, 2026
Oct 30, 2020 to Feb 6, 2026
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