Sasol Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.97% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 16.12 | |
| 0.1410 | 38.53 | |
| 0.9887 | 1,460.36 | |
| -0.0286 | -7.21 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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