Investec Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.16% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0557 | 15.47 | |
| 0.7932 | 118.83 | |
| 0.0796 | 17.73 | |
| 0.8716 | 0.25 | |
| 0.7466 | 0.25 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities