Luna Innovations Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:82.04% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7374 | 9.37 | |
| 0.0629 | 10.03 | |
| 0.9061 | 156.00 | |
| 0.0263 | 2.02 |
Estimation Period:
Jun 2, 2006 to Feb 6, 2026
Jun 2, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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