Pick n Pay Stores Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.35% (+25.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1273 | 18.81 | |
| 0.2287 | 31.14 | |
| 0.9158 | 181.24 | |
| -0.0191 | -3.34 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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