Foschini Group Ltd/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.28% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8482 | 4.38 | |
| 0.1038 | 7.79 | |
| 0.7890 | 29.19 | |
| 0.1231 | 3.07 | |
| -0.2030 | -3.63 | |
| 0.1502 | 4.88 | |
| -0.1190 | -4.77 | |
| 0.0902 | 4.02 | |
| -0.0546 | -2.26 | |
| -0.0077 | -0.24 | |
| 0.0660 | 0.85 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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