Pepkor Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.68% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0328 | 7.75 | |
| 0.8818 | 95.93 | |
| 0.0450 | 7.40 | |
| 1.8230 | 0.20 | |
| 0.5054 | 0.21 | |
| 0.0000 | 0.00 |
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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