Luxfer Holdings Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.76% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3992 | 5.00 | |
| 0.0251 | 6.31 | |
| 0.8927 | 62.53 | |
| 0.0658 | 4.34 |
Estimation Period:
Jan 17, 2019 to Feb 6, 2026
Jan 17, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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