Luzon Ronson NV GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:62.07% (-6.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9150 | 2.68 | |
| 0.0150 | 1.19 | |
| 0.7502 | 10.74 | |
| 0.1852 | 2.15 |
Estimation Period:
Oct 4, 2024 to Feb 6, 2026
Oct 4, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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