Capitec Bank Holdings Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.31% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1362 | 25.78 | |
| 0.1264 | 42.38 | |
| 0.8494 | 382.60 | |
| 0.3422 | 9.95 |
Estimation Period:
Feb 18, 2002 to Feb 6, 2026
Feb 18, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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