Exxaro Resources Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.83% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0842 | 14.84 | |
| 0.0321 | 14.33 | |
| 0.9428 | 478.08 | |
| 0.0237 | 4.92 |
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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