Mr Price Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.21% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0914 | 21.66 | |
| 0.6688 | 51.47 | |
| 0.0333 | 5.34 | |
| 0.0103 | 1.26 | |
| 0.0107 | 2.19 | |
| 0.9872 | 176.38 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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