Santam Ltd MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.01% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3685 | 6.74 | |
| 0.1156 | 9.72 | |
| 0.7781 | 55.37 |
Estimation Period:
Jan 11, 1990 to Feb 20, 2026
Jan 11, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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