Luxfer Holdings PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.21% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 7.56 | |
| 0.1224 | 14.89 | |
| 0.9773 | 348.17 | |
| -0.0370 | -5.14 |
Estimation Period:
Oct 3, 2012 to Feb 6, 2026
Oct 3, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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