Absa Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.92% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0591 | 19.64 | |
| 0.1686 | 32.92 | |
| 0.9634 | 596.14 | |
| -0.0534 | -12.20 |
Estimation Period:
Jul 22, 1991 to Feb 6, 2026
Jul 22, 1991 to Feb 6, 2026
News Impact Curve
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