Light SA MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:57.28% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0471 | 3.78 | |
| 0.0904 | 32.82 | |
| 0.9092 | 228.28 |
Estimation Period:
Jan 17, 1992 to Feb 13, 2026
Jan 17, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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