FTSE/JSE Africa All Share Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.38% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 6.41 | |
| 0.0930 | 37.04 | |
| 0.8833 | 328.85 | |
| 0.5199 | 26.73 |
Estimation Period:
Jun 30, 1995 to Feb 13, 2026
Jun 30, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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