Light SA AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.37% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0761 | 6.96 | |
| 0.0641 | 44.33 | |
| 0.9293 | 621.63 | |
| 0.8122 | 10.90 |
Estimation Period:
Dec 20, 1991 to Jan 30, 2026
Dec 20, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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