Lumi Gruppen As GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.63% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.04 | |
| 0.0736 | 3.00 | |
| 0.6075 | 8.45 | |
| 0.0556 | 1.22 |
Estimation Period:
Feb 17, 2021 to Feb 6, 2026
Feb 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Lumi Gruppen As Analyses
Other GJR-GARCH Analyses on International Equities