Woolworths Holdings Ltd/South Africa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.09% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0592 | 17.10 | |
| 0.8128 | 97.22 | |
| 0.0424 | 9.99 | |
| 0.0231 | 2.92 | |
| 0.0151 | 4.05 | |
| 0.9788 | 178.32 |
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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