Exxaro Tiles Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.56% (-4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.4805 | 2.33 | |
| 0.1232 | 6.28 | |
| 0.8945 | 18.66 | |
| 2.7488 | 5.76 |
Estimation Period:
Aug 16, 2021 to Feb 6, 2026
Aug 16, 2021 to Feb 6, 2026
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