Light SA MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:53.63% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0472 | 3.79 | |
| 0.0904 | 32.81 | |
| 0.9092 | 228.05 |
Estimation Period:
Jan 17, 1992 to Feb 20, 2026
Jan 17, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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