Light SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.93% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1168 | 22.85 | |
| 0.6403 | 47.27 | |
| 0.0579 | 7.06 | |
| 0.1259 | 3.05 | |
| 0.0492 | 3.58 | |
| 0.9405 | 62.65 |
Estimation Period:
Dec 20, 1991 to Jan 30, 2026
Dec 20, 1991 to Jan 30, 2026
News Impact Curve
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