Light SA APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.16% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0987 | 6.67 | |
| 0.0387 | 9.70 | |
| 0.9495 | 558.19 | |
| 0.1245 | 9.14 | |
| 2.3376 | 17.47 |
Estimation Period:
Dec 20, 1991 to Jan 30, 2026
Dec 20, 1991 to Jan 30, 2026
News Impact Curve
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