FTSE/JSE Africa All Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.94% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3525 | 11.32 | |
| 0.0804 | 39.37 | |
| 0.9847 | 684.78 | |
| 7.7969 | 7.06 |
Estimation Period:
Jun 30, 1995 to Feb 13, 2026
Jun 30, 1995 to Feb 13, 2026
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