Lupatech Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.68% (-4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5482 | 13.02 | |
| 0.1419 | 11.39 | |
| 0.8427 | 133.21 | |
| 0.0308 | 1.45 |
Estimation Period:
May 15, 2006 to Feb 6, 2026
May 15, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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