Sun International Ltd/South Africa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.21% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 18.14 | |
| 0.0204 | 12.43 | |
| 0.9532 | 618.13 | |
| 0.0302 | 9.29 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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