Exxaro Tiles Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.18% (+6.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4956 | 7.54 | |
| 0.1216 | 5.66 | |
| 0.7080 | 24.21 | |
| -0.0716 | -2.56 |
Estimation Period:
Aug 16, 2021 to Feb 6, 2026
Aug 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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