Lexinfintech Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:78.24% (+15.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8445 | 14.17 | |
| 0.1548 | 11.31 | |
| 0.7749 | 58.58 | |
| -0.0087 | -0.40 |
Estimation Period:
Dec 21, 2017 to Feb 6, 2026
Dec 21, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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