Standard Bank Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.57% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8490 | 6.64 | |
| 0.0818 | 6.69 | |
| 0.8426 | 37.06 | |
| 0.2006 | 2.54 | |
| -0.1171 | -0.95 | |
| -0.2489 | -3.08 | |
| 0.3467 | 4.83 | |
| -0.2912 | -3.65 | |
| 0.1683 | 2.25 | |
| -0.1273 | -2.25 | |
| 0.1092 | 2.79 |
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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