Light SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.92% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 8.56 | |
| 0.0300 | 10.16 | |
| 0.9570 | 397.28 | |
| 0.0218 | 5.14 |
Estimation Period:
Dec 20, 1991 to Jan 30, 2026
Dec 20, 1991 to Jan 30, 2026
News Impact Curve
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