Sappi Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:74.41% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 3.84 | |
| 0.0541 | 24.16 | |
| 0.9962 | 1,429.26 | |
| -0.0347 | -13.49 |
Estimation Period:
Jul 11, 2006 to Feb 6, 2026
Jul 11, 2006 to Feb 6, 2026
News Impact Curve
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