Nampak Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.15% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7027 | 3.59 | |
| 0.1827 | 3.18 | |
| 0.0870 | 0.65 | |
| -2.0977 | -0.38 | |
| 4.3301 | 0.52 | |
| -0.4684 | -0.09 | |
| -3.7987 | -0.66 | |
| -9.3944 | -1.26 | |
| 28.5598 | 4.04 | |
| -27.5558 | -3.73 | |
| 13.7520 | 1.98 | |
| -2.8101 | -0.55 | |
| -0.4294 | -0.08 |
Estimation Period:
Jul 30, 2021 to Feb 6, 2026
Jul 30, 2021 to Feb 6, 2026
News Impact Curve
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