Light SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:215,180.70% (-26.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.2094 | 22.31 | |
| 0.0505 | 230.43 | |
| 0.9990 | 19,980.00 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Dec 20, 1991 to Feb 20, 2026
Dec 20, 1991 to Feb 20, 2026
Other GAS-GARCH Student T Analyses on International Equities