Comp SA GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.66% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4644 | 17.39 | |
| 0.1161 | 26.47 | |
| 0.7797 | 85.73 |
Estimation Period:
Jan 20, 2005 to Feb 6, 2026
Jan 20, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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