FTSE/JSE Africa All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.77% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 21.22 | |
| 0.0326 | 10.62 | |
| 0.8977 | 329.18 | |
| 0.1046 | 16.70 |
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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