Sappi Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:72.78% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 4.11 | |
| 0.0092 | 5.34 | |
| 0.9705 | 737.48 | |
| 0.0342 | 8.86 |
Estimation Period:
Jul 11, 2006 to Feb 6, 2026
Jul 11, 2006 to Feb 6, 2026
News Impact Curve
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