Investec Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.92% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0282 | 5.25 | |
| 0.0604 | 26.18 | |
| 0.9869 | 371.00 | |
| 5.4620 | 6.38 |
Estimation Period:
Jul 22, 2002 to Feb 13, 2026
Jul 22, 2002 to Feb 13, 2026
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