FTSE/JSE Africa Top40 Tradeable Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.68% (+2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 28.11 | |
| 0.0824 | 28.05 | |
| 0.9048 | 304.13 | |
| 0.4568 | 16.12 | |
| 1.5006 | 32.94 |
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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