Capitec Bank Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.49% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36.9612 | 6.83 | |
| 0.0674 | 79.17 | |
| 0.9990 | 7,085.11 | |
| 3.7981 | 44.93 |
Estimation Period:
Feb 18, 2002 to Feb 6, 2026
Feb 18, 2002 to Feb 6, 2026
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