Lighthouse Properties Plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.62% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 95.6768 | 6.44 | |
| 0.1377 | 85.50 | |
| 0.9989 | 6,282.47 | |
| 3.0467 | 70.72 |
Estimation Period:
May 30, 2016 to Jan 30, 2026
May 30, 2016 to Jan 30, 2026
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