Sasol Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.76% (-3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0945 | 22.72 | |
| 0.7623 | 74.10 | |
| 0.0475 | 8.74 | |
| 0.0174 | 4.40 | |
| 0.0326 | 5.67 | |
| 0.9649 | 150.49 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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