Tsogo Sun Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.93% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 14.92 | |
| 0.1159 | 31.38 | |
| 0.9953 | 1,749.20 | |
| -0.0211 | -5.70 |
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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