Foschini Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.30% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6159 | 21.45 | |
| 1.2029 | 4.06 | |
| 0.0000 | 0.00 | |
| -0.8561 | -2.82 |
Estimation Period:
Mar 12, 2025 to Feb 6, 2026
Mar 12, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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