Pepkor Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.91% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4232 | 4.98 | |
| 0.0783 | 10.63 | |
| 0.9562 | 123.36 | |
| 4.4552 | 3.66 |
Estimation Period:
Sep 20, 2017 to Feb 13, 2026
Sep 20, 2017 to Feb 13, 2026
Other Pepkor Holdings Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities