Exxaro Resources Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.01% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7291 | 5.14 | |
| 0.0542 | 23.44 | |
| 0.9892 | 432.55 | |
| 5.9437 | 5.82 |
Estimation Period:
Nov 26, 2001 to Feb 6, 2026
Nov 26, 2001 to Feb 6, 2026
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