Sappi Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:67.82% (-2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1427 | 14.03 | |
| 0.3657 | 7.38 | |
| -0.0226 | -2.11 | |
| 0.8969 | 0.31 | |
| 0.5554 | 0.33 | |
| 0.3677 | 0.19 |
Estimation Period:
Jul 11, 2006 to Feb 6, 2026
Jul 11, 2006 to Feb 6, 2026
News Impact Curve
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