Lufax Holding Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.28% (+27.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9603 | 3.61 | |
| 0.1600 | 3.40 | |
| 0.7342 | 11.57 | |
| 0.2159 | 0.67 | |
| -0.5424 | -1.20 | |
| 0.4980 | 2.53 |
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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