Tiger Brands Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.49% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0699 | 6.29 | |
| 0.1025 | 7.47 | |
| 0.7903 | 27.18 | |
| -0.0206 | -0.64 | |
| 0.0825 | 1.76 | |
| -0.1489 | -4.82 | |
| 0.1625 | 5.54 | |
| -0.1300 | -4.40 | |
| 0.0991 | 3.52 | |
| -0.0636 | -2.10 | |
| 0.0253 | 0.49 | |
| -0.0277 | -0.22 |
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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