FTSE/JSE Africa Top40 Tradeable Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.48%
decreased by 0.98%
1 Week
21.44%
decreased by 1.02%
1 Month
21.30%
decreased by 1.16%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6225 | 12.05 | |
| 0.0806 | 38.78 | |
| 0.9841 | 698.92 | |
| 7.9971 | 6.93 |
Estimation Period:
Jun 30, 1995 to Apr 30, 2026
Jun 30, 1995 to Apr 30, 2026
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