Pepkor Holdings Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.49% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3014 | 8.39 | |
| 0.1131 | 10.67 | |
| 0.8149 | 50.81 | |
| 0.6114 | 7.62 |
Estimation Period:
Sep 20, 2017 to Feb 6, 2026
Sep 20, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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