FTSE/JSE Africa All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.04% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 21.19 | |
| 0.0325 | 10.60 | |
| 0.8977 | 329.19 | |
| 0.1047 | 16.73 |
Estimation Period:
Jun 30, 1995 to Feb 20, 2026
Jun 30, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices