Lighton SAS Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.86% (-2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1482 | 1.70 | |
| 0.5768 | 2.36 | |
| 0.0000 | 0.00 | |
| -20.7038 | -1.10 | |
| 31.8629 | 1.20 | |
| 0.0605 | 0.00 | |
| -50.4713 | -1.33 |
Estimation Period:
Nov 21, 2024 to Feb 13, 2026
Nov 21, 2024 to Feb 13, 2026
News Impact Curve
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