FTSE/JSE Africa All Share Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.52% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 22.31 | |
| 0.0894 | 31.20 | |
| 0.8966 | 285.73 |
Estimation Period:
Jun 30, 1995 to Feb 20, 2026
Jun 30, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices