FTSE/JSE Africa Top40 Tradeable Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.43% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5938 | 12.66 | |
| 0.0811 | 38.76 | |
| 0.9837 | 710.23 | |
| 8.1276 | 6.90 |
Estimation Period:
Jun 30, 1995 to Dec 31, 2025
Jun 30, 1995 to Dec 31, 2025
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