Lufax Holding Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:95.46% (+35.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1899 | 11.10 | |
| 0.2431 | 8.60 | |
| 0.7448 | 59.01 | |
| -0.1353 | -3.36 |
Estimation Period:
Oct 30, 2020 to Feb 6, 2026
Oct 30, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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