Investec PLC GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.55% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0972 | 17.50 | |
| 0.0700 | 26.36 | |
| 0.9088 | 292.78 |
Estimation Period:
Jul 19, 2002 to Feb 6, 2026
Jul 19, 2002 to Feb 6, 2026
News Impact Curve
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