Lighton SAS GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.89% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 38.3510 | 6.20 | |
| 0.3108 | 6.50 | |
| 0.6424 | 11.78 | |
| 3.6320 | 4.92 |
Estimation Period:
Nov 21, 2024 to Feb 13, 2026
Nov 21, 2024 to Feb 13, 2026
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