Light SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.73% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 6.93 | |
| 0.0640 | 44.33 | |
| 0.9294 | 622.51 | |
| 0.8154 | 10.94 |
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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