Investec Group GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.94% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 9.40 | |
| 0.0495 | 15.05 | |
| 0.9410 | 224.41 |
Estimation Period:
Jul 22, 2002 to Feb 6, 2026
Jul 22, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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