Investec Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.39% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.3339 | 6.65 | |
| 0.0688 | 69.76 | |
| 0.9990 | 6,750.00 | |
| 4.0123 | 48.70 |
Estimation Period:
Feb 16, 1998 to Feb 13, 2026
Feb 16, 1998 to Feb 13, 2026
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