V-Lab
Light SA AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:41.65% (-0.87%)
Analysis last updated: Thursday, May 2, 2024 at 04:18 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0588 | 4.96 | |
| 0.0630 | 44.14 | |
| 0.9302 | 629.34 | |
| 0.9499 | 12.52 |
Estimation Period:
Dec 20, 1991 to Apr 26, 2024
Dec 20, 1991 to Apr 26, 2024