Shoprite Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.13% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1406 | 10.20 | |
| 0.0307 | 9.66 | |
| 0.9245 | 223.30 | |
| 0.0495 | 5.61 |
Estimation Period:
Aug 17, 2010 to Feb 13, 2026
Aug 17, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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