Pick n Pay Stores Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:74.18% (+48.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1610 | 25.03 | |
| 0.5740 | 48.13 | |
| 0.0100 | 1.22 | |
| 0.0269 | 2.47 | |
| 0.0276 | 4.16 | |
| 0.9657 | 116.69 |
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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