Absa Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.36% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4098 | 9.33 | |
| 0.0849 | 28.82 | |
| 0.9733 | 319.73 | |
| 5.3622 | 8.58 |
Estimation Period:
Jul 22, 1991 to Feb 6, 2026
Jul 22, 1991 to Feb 6, 2026
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