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V-Lab

Tiger Brands Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.49% (-1.40%)
Analysis last updated: Thursday, February 12, 2026 at 12:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tiger Brands Ltd SGARCH
paramt-stat
ω1.06996.29
α0.10257.47
β0.790327.18
γ1-0.0206-0.64
γ20.08251.76
γ3-0.1489-4.82
γ40.16255.54
γ5-0.1300-4.40
γ60.09913.52
γ7-0.0636-2.10
γ80.02530.49
γ9-0.0277-0.22
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts