FTSE/JSE Africa Industrial 25 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.57% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 7.35 | |
| 0.1485 | 27.59 | |
| 0.9740 | 825.42 | |
| -0.0788 | -18.53 |
Estimation Period:
Jun 30, 1995 to Dec 31, 2025
Jun 30, 1995 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices