Santam Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.00% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0578 | 10.21 | |
| 0.0382 | 23.07 | |
| 0.9450 | 306.43 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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