Tsogo Sun Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.44% (+1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26.6613 | 7.99 | |
| 0.0581 | 97.34 | |
| 0.9981 | 4,845.04 | |
| 2.9248 | 133.18 |
Estimation Period:
Apr 22, 1996 to Feb 6, 2026
Apr 22, 1996 to Feb 6, 2026
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