We.Connect SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.44% (+3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1012 | 2.75 | |
| 0.0208 | 5.99 | |
| 0.9572 | 297.54 | |
| 0.0342 | 3.44 |
Estimation Period:
Aug 9, 2005 to Feb 20, 2026
Aug 9, 2005 to Feb 20, 2026
News Impact Curve
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