S&P Botswana BMI USD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.76% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 11.03 | |
| 0.0297 | 11.92 | |
| 0.9684 | 543.10 | |
| -0.0199 | -6.15 |
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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