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V-Lab

Foschini Group Ltd/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.28% (-1.19%)
Analysis last updated: Sunday, February 8, 2026 at 02:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Foschini Group Ltd/The SGARCH
paramt-stat
ω1.84824.38
α0.10387.79
β0.789029.19
γ10.12313.07
γ2-0.2030-3.63
γ30.15024.88
γ4-0.1190-4.77
γ50.09024.02
γ6-0.0546-2.26
γ7-0.0077-0.24
γ80.06600.85
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts