Luxfer Holdings Plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:60.54% (-4.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6668 | 5.22 | |
| 0.0646 | 8.54 | |
| 0.9443 | 104.04 | |
| 4.0456 | 3.45 |
Estimation Period:
Jan 17, 2019 to Feb 6, 2026
Jan 17, 2019 to Feb 6, 2026
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