Luxfer Holdings PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.65% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0965 | 3.41 | |
| 0.0609 | 21.04 | |
| 0.9849 | 211.45 | |
| 4.0640 | 7.92 |
Estimation Period:
Oct 3, 2012 to Feb 6, 2026
Oct 3, 2012 to Feb 6, 2026
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