Sasol Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:131.35% (-7.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4952 | 11.36 | |
| 0.0783 | 7.15 | |
| 0.8919 | 123.26 | |
| -0.0063 | -0.35 |
Estimation Period:
Feb 9, 2011 to Jan 23, 2026
Feb 9, 2011 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities