Exxaro Resources Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.05% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1141 | 13.36 | |
| 0.0539 | 26.81 | |
| 0.9262 | 353.90 | |
| 0.4466 | 6.10 |
Estimation Period:
Nov 26, 2001 to Feb 6, 2026
Nov 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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