Santam Ltd APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.28% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 12.32 | |
| 0.0398 | 13.11 | |
| 0.9443 | 348.06 | |
| -0.0630 | -2.16 | |
| 1.9632 | 23.53 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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