Pepkor Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.06% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2180 | 10.26 | |
| 0.0788 | 15.42 | |
| 0.8742 | 116.55 |
Estimation Period:
Sep 20, 2017 to Feb 13, 2026
Sep 20, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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