Mr Price Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.46% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8349 | 5.22 | |
| 0.1147 | 6.63 | |
| 0.6241 | 12.47 | |
| 0.0556 | 1.34 | |
| -0.1165 | -2.01 | |
| 0.1412 | 4.46 | |
| -0.1385 | -5.69 | |
| 0.1209 | 4.79 | |
| -0.1009 | -3.00 | |
| 0.0241 | 0.65 | |
| 0.0313 | 1.15 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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