Lumi Gruppen As MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.55% (+6.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2093 | 5.98 | |
| 0.0920 | 1.34 | |
| -0.0199 | -0.53 | |
| 5.6848 | 0.20 | |
| 0.4061 | 0.20 | |
| 0.3459 | 0.11 |
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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