Mr Price Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.18% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 10.97 | |
| 0.0190 | 13.47 | |
| 0.9701 | 769.31 | |
| 0.0139 | 5.59 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mr Price Group Ltd Analyses
Other GJR-GARCH Analyses on International Equities