Woolworths Holdings Ltd/South Africa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.62% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1016 | 18.00 | |
| 0.0364 | 12.71 | |
| 0.9212 | 366.74 | |
| 0.0385 | 6.91 |
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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