Shoprite Hldgs Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.02% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1546 | 15.14 | |
| 0.0666 | 27.17 | |
| 0.8882 | 235.30 | |
| 0.4702 | 7.51 |
Estimation Period:
Oct 25, 2002 to Feb 6, 2026
Oct 25, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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