S&P Botswana BMI USD APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:8.66% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 14.04 | |
| 0.0330 | 12.33 | |
| 0.9615 | 337.86 | |
| -0.1524 | -2.78 | |
| 1.0132 | 13.82 |
Estimation Period:
Jan 30, 1996 to Jan 1, 2026
Jan 30, 1996 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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