Lycopodium Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.23% (-6.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8190 | 12.45 | |
| 0.4099 | 6.05 | |
| 0.1560 | 3.37 | |
| -0.3589 | -4.97 |
Estimation Period:
Aug 21, 2024 to Feb 6, 2026
Aug 21, 2024 to Feb 6, 2026
News Impact Curve
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