Remgro Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.56% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1284 | 23.93 | |
| 0.0584 | 16.18 | |
| 0.8554 | 228.90 | |
| 0.0745 | 8.86 |
Estimation Period:
Sep 26, 2000 to Feb 6, 2026
Sep 26, 2000 to Feb 6, 2026
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