Luceco PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.72% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0920 | 4.11 | |
| 0.0073 | 2.56 | |
| 0.9725 | 519.52 | |
| 0.0289 | 5.57 |
Estimation Period:
Oct 20, 2016 to Feb 6, 2026
Oct 20, 2016 to Feb 6, 2026
News Impact Curve
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