Light SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:45.10% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0759 | 6.93 | |
| 0.0640 | 44.31 | |
| 0.9294 | 622.51 | |
| 0.8148 | 10.93 |
Estimation Period:
Dec 20, 1991 to Feb 20, 2026
Dec 20, 1991 to Feb 20, 2026
News Impact Curve
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