Santam Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.80% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3840 | 14.88 | |
| 0.2790 | 22.76 | |
| 0.6982 | 33.76 | |
| -0.0243 | -2.53 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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