Santam Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.56% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9578 | 21.80 | |
| 0.1391 | 12.39 | |
| 0.5559 | 37.01 | |
| 0.0430 | 1.94 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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