Lumi Gruppen As Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.21% (+9.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5979 | 5.56 | |
| 0.2228 | 2.66 | |
| 0.0980 | 0.55 | |
| 0.5353 | 0.62 | |
| -1.5605 | -1.05 | |
| 2.0133 | 1.61 | |
| -2.5192 | -2.28 | |
| 2.4421 | 3.45 |
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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