Light SA APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:45.91% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0988 | 6.68 | |
| 0.0387 | 9.71 | |
| 0.9495 | 558.20 | |
| 0.1248 | 9.16 | |
| 2.3385 | 17.50 |
Estimation Period:
Dec 20, 1991 to Feb 13, 2026
Dec 20, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities