Standard Bank Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.28% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 13.68 | |
| 0.0275 | 9.10 | |
| 0.9371 | 318.53 | |
| 0.0424 | 7.97 |
Estimation Period:
Feb 16, 1998 to Feb 6, 2026
Feb 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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