FTSE/JSE Africa All Share Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:18.27% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 6.38 | |
| 0.0930 | 37.04 | |
| 0.8834 | 329.12 | |
| 0.5205 | 26.75 |
Estimation Period:
Jun 30, 1995 to Feb 20, 2026
Jun 30, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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