Tiger Brands Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.90% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1286 | 18.34 | |
| 0.0452 | 17.49 | |
| 0.8885 | 239.43 | |
| 0.0456 | 6.93 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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