Tiger Brands Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.69% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0596 | 16.60 | |
| 0.1347 | 26.69 | |
| 0.9533 | 362.33 | |
| -0.0334 | -7.27 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Tiger Brands Ltd Analyses
Other EGARCH Analyses on International Equities