Lumi Gruppen As Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.08% (+6.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4315 | 4.45 | |
| 0.2116 | 2.67 | |
| 0.0883 | 0.48 | |
| -4.2463 | -1.86 | |
| 7.2205 | 1.99 | |
| -6.6992 | -2.01 | |
| 6.5507 | 1.70 | |
| -4.5685 | -1.17 | |
| 2.9276 | 0.92 | |
| -5.2357 | -1.60 | |
| 12.3495 | 2.54 |
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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