FTSE/JSE Africa All Share Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.86% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 22.35 | |
| 0.0894 | 31.22 | |
| 0.8965 | 285.60 |
Estimation Period:
Jun 30, 1995 to Feb 13, 2026
Jun 30, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices