Standard Bank Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.59% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8830 | 6.69 | |
| 0.0824 | 6.73 | |
| 0.8424 | 37.20 | |
| 0.2045 | 2.57 | |
| -0.1213 | -0.97 | |
| -0.2497 | -3.07 | |
| 0.3491 | 4.84 | |
| -0.2919 | -3.62 | |
| 0.1613 | 2.10 | |
| -0.1025 | -1.50 | |
| 0.0373 | 0.36 |
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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