Truworths International Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.55% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1438 | 29.67 | |
| 0.5634 | 37.68 | |
| -0.0126 | -1.87 | |
| 0.0120 | 0.89 | |
| 0.0122 | 3.63 | |
| 0.9852 | 166.87 |
Estimation Period:
May 11, 1998 to Feb 6, 2026
May 11, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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