Pepkor Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.24% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0948 | 8.06 | |
| 0.2049 | 13.61 | |
| 0.9451 | 138.93 | |
| -0.0456 | -6.53 |
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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