Foschini Group Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.48% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2399 | 16.33 | |
| 0.0799 | 12.34 | |
| 0.8657 | 190.01 | |
| 0.0145 | 1.23 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Foschini Group Ltd/The Analyses
Other GJR-GARCH Analyses on International Equities