Billy Sheehan does it, but how could that be possible due the tiny size of the speaker?.
Besides being a guitar player, I'm a big fan of the guitar. I love that damn instrument. Steve Vai

Kramer Striker FR422SM
Roland Microcube
Digitech Bad Monkey
Dunlop Tortex 1.14mm picks

I wouldnt recommend it at all. That little speaker has a hard enough time as it is with guitar...
My brother did it once, and I thought the thing would explode, but it's still working fine.
if you play it loud enough, it will literally explode.

Like, literally, booooooomWTFOMGBBQ!

I won't recommend it. You might damage it pretty bad.