Investec Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.87% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1873 | 14.91 | |
| 0.0930 | 28.94 | |
| 0.8573 | 179.43 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities