Investec Group GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.25% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 16.39 | |
| 0.0740 | 17.02 | |
| 0.9168 | 248.17 |
Estimation Period:
Feb 16, 1998 to Feb 6, 2026
Feb 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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