Shoprite Hldgs Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.82% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1452 | 15.34 | |
| 0.0371 | 12.63 | |
| 0.8998 | 240.21 | |
| 0.0520 | 6.67 |
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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