Lumi Gruppen As EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.75% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1997 | 6.20 | |
| 0.3084 | 11.22 | |
| 0.2387 | 1.89 | |
| -0.0518 | -2.01 |
Estimation Period:
Feb 17, 2021 to Feb 6, 2026
Feb 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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