Exxaro Resources Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.40% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 14.89 | |
| 0.1068 | 29.23 | |
| 0.9831 | 853.39 | |
| -0.0179 | -4.72 |
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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