Impala Platinum Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:91.72% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1241 | 15.67 | |
| 0.0308 | 15.64 | |
| 0.9435 | 540.05 | |
| 0.0353 | 7.74 |
Estimation Period:
Oct 28, 1999 to Feb 13, 2026
Oct 28, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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