FTSE/JSE Africa Industrial 25 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.58% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 22.25 | |
| 0.0333 | 11.36 | |
| 0.9006 | 333.79 | |
| 0.0946 | 14.99 |
Estimation Period:
Jun 30, 1995 to Dec 31, 2025
Jun 30, 1995 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices