Lighton SAS EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.00% (-4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2882 | 6.62 | |
| 0.2567 | 9.40 | |
| 0.9212 | 88.61 | |
| -0.0989 | -3.36 |
Estimation Period:
Nov 21, 2024 to Feb 13, 2026
Nov 21, 2024 to Feb 13, 2026
News Impact Curve
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