Luotea Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.05% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8131 | 8.04 | |
| 0.1731 | 2.99 | |
| 0.7097 | 54.43 | |
| -0.0749 | -1.05 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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