Truworths International Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.08% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9243 | 3.13 | |
| 0.0828 | 5.35 | |
| 0.6855 | 11.79 | |
| 0.5617 | 1.97 | |
| -0.8475 | -2.14 | |
| 0.5589 | 3.41 | |
| -0.4396 | -4.57 | |
| 0.2965 | 3.76 | |
| -0.2763 | -3.65 | |
| 0.2138 | 3.15 | |
| -0.0638 | -1.32 |
Estimation Period:
Jun 10, 1998 to Feb 6, 2026
Jun 10, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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