Tsogo Sun Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.06% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 11.25 | |
| 0.0368 | 17.60 | |
| 0.9451 | 500.31 | |
| 0.0294 | 5.93 |
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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