Light SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.77% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 6.93 | |
| 0.0682 | 9.89 | |
| 0.9983 | 1,876.43 | |
| 0.0044 | 0.67 |
Estimation Period:
Dec 20, 1991 to Feb 13, 2026
Dec 20, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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