S&P Botswana BMI USD EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.69% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0089 | -8.48 | |
| 0.0393 | 9.86 | |
| 0.9884 | 555.28 | |
| 0.0122 | 2.06 |
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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