FTSE/JSE Africa All Share Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
18.20%
decreased by 1.08%
1 Week
18.22%
decreased by 1.06%
1 Month
18.26%
decreased by 1.02%
Analysis last updated: Tuesday, June 9, 2026 at 05:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3721 | 10.86 | |
| 0.0793 | 39.38 | |
| 0.9853 | 691.94 | |
| 7.6839 | 7.12 |
Estimation Period:
Jun 30, 1995 to Jun 5, 2026
Jun 30, 1995 to Jun 5, 2026
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