Light SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:76,102.99% (-8,124.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.2131 | 1.44 | |
| 0.0742 | 5.26 | |
| 0.9990 | 2,081.25 | |
| 2.0000 | 3,241.49 |
Estimation Period:
Dec 20, 1991 to Feb 13, 2026
Dec 20, 1991 to Feb 13, 2026
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