Light SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.52% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 6.93 | |
| 0.0640 | 44.35 | |
| 0.9294 | 622.50 | |
| 0.8152 | 10.94 |
Estimation Period:
Dec 20, 1991 to Feb 6, 2026
Dec 20, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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