Santam Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.07% (+7.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.6543 | 9.67 | |
| 0.1321 | 19.86 | |
| 0.8456 | 53.14 | |
| 2.3780 | 36.60 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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