LGI Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.76% (-8.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1914 | 6.83 | |
| 0.0502 | 3.58 | |
| 0.5961 | 19.33 | |
| 0.7073 | 4.40 |
Estimation Period:
Aug 23, 2024 to Feb 6, 2026
Aug 23, 2024 to Feb 6, 2026
News Impact Curve
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