Lighton SAS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:89.49% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2458 | 4.39 | |
| 0.1954 | 1.91 | |
| 0.3961 | 2.08 | |
| -6.0879 | -0.81 | |
| 16.0569 | 1.40 | |
| -14.4294 | -2.31 |
Estimation Period:
Nov 27, 2024 to Feb 6, 2026
Nov 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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