Nampak Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.50% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5859 | 4.76 | |
| 0.1529 | 8.80 | |
| 0.6849 | 18.75 | |
| 0.1341 | 3.17 | |
| -0.1829 | -3.11 | |
| -0.0229 | -0.70 | |
| 0.1704 | 6.27 | |
| -0.1732 | -5.75 | |
| 0.1492 | 4.12 | |
| -0.1038 | -2.40 | |
| 0.0564 | 1.03 | |
| -0.2497 | -3.26 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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