Sasol Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:64.97% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 10.93 | |
| 0.0229 | 15.08 | |
| 0.9506 | 750.85 | |
| 0.0441 | 8.97 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts