FTSE/JSE Africa Top40 Tradeable Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.08% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 7.12 | |
| 0.1609 | 29.94 | |
| 0.9752 | 852.47 | |
| -0.0880 | -19.31 |
Estimation Period:
Jun 30, 1995 to Dec 31, 2025
Jun 30, 1995 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices