Lighton SAS Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.38% (+2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1217 | 4.21 | |
| 0.1777 | 1.62 | |
| 0.3550 | 1.65 | |
| -10.4909 | -1.37 | |
| 26.5402 | 2.05 | |
| -37.2753 | -2.88 |
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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