Light SA GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:49.82% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0589 | 9.90 | |
| 0.0415 | 16.92 | |
| 0.9553 | 377.73 |
Estimation Period:
Dec 20, 1991 to Jan 30, 2026
Dec 20, 1991 to Jan 30, 2026
News Impact Curve
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