Sappi Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:72.34% (-3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2123 | 17.91 | |
| 0.0724 | 42.79 | |
| 0.9073 | 418.32 | |
| 0.2535 | 3.14 |
Estimation Period:
Jul 11, 2006 to Feb 6, 2026
Jul 11, 2006 to Feb 6, 2026
News Impact Curve
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