Absa Group Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.20% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1439 | 23.14 | |
| 0.0879 | 34.00 | |
| 0.8790 | 276.85 |
Estimation Period:
Jul 22, 1991 to Feb 6, 2026
Jul 22, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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