Pepkor Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.83% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2633 | 8.65 | |
| 0.0617 | 8.15 | |
| 0.8518 | 68.98 | |
| 0.0630 | 4.22 |
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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