Investec Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.07% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1138 | 15.49 | |
| 0.1646 | 21.98 | |
| 0.9230 | 174.58 | |
| -0.0630 | -8.77 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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