Pick n Pay Stores Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.40% (+30.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1230 | 18.23 | |
| 0.0764 | 17.70 | |
| 0.8874 | 211.19 | |
| 0.0144 | 2.48 |
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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