FTSE/JSE Africa All Share Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.52% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 5.58 | |
| 0.1627 | 29.67 | |
| 0.9744 | 822.98 | |
| -0.0851 | -19.02 |
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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