Sasol Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:57.88% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 9.44 | |
| 0.0950 | 35.72 | |
| 0.9931 | 1,839.14 | |
| -0.0450 | -13.20 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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