FTSE/JSE Africa Top40 Tradeable Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.32% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 5.03 | |
| 0.0902 | 38.34 | |
| 0.8863 | 345.14 | |
| 0.5906 | 28.51 |
Estimation Period:
Jun 30, 1995 to Dec 31, 2025
Jun 30, 1995 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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