Tsogo Sun Limited MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.21% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0955 | 18.84 | |
| 0.7474 | 65.15 | |
| 0.0595 | 8.02 | |
| 0.0195 | 3.28 | |
| 0.0215 | 5.48 | |
| 0.9750 | 201.32 |
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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