One SA AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:61.75% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5167 | 18.19 | |
| 0.1179 | 31.40 | |
| 0.8180 | 140.00 | |
| -0.0736 | -0.32 |
Estimation Period:
Jan 19, 2010 to Jan 30, 2026
Jan 19, 2010 to Jan 30, 2026
News Impact Curve
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