Capitec Bank Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.21% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 15.74 | |
| 0.0461 | 15.55 | |
| 0.9153 | 309.76 | |
| 0.0609 | 8.15 |
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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