Woolworths Holdings Ltd/South Africa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.75% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 13.12 | |
| 0.1072 | 29.03 | |
| 0.9844 | 936.62 | |
| -0.0299 | -8.25 |
Estimation Period:
Nov 3, 1997 to Feb 6, 2026
Nov 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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