Light SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.55% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 8.57 | |
| 0.0300 | 10.16 | |
| 0.9570 | 397.11 | |
| 0.0218 | 5.15 |
Estimation Period:
Dec 20, 1991 to Feb 13, 2026
Dec 20, 1991 to Feb 13, 2026
News Impact Curve
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