Tsogo Sun Limited AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.73% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0574 | 11.81 | |
| 0.0741 | 42.92 | |
| 0.9202 | 535.95 | |
| 0.3479 | 4.89 |
Estimation Period:
Apr 22, 1996 to Feb 6, 2026
Apr 22, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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