S&P Botswana BMI USD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.83% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5032 | 4.45 | |
| 0.0197 | 3.05 | |
| 0.9507 | 59.42 | |
| 0.4702 | 1.92 | |
| -0.6253 | -1.75 | |
| 0.3342 | 1.18 | |
| -0.3560 | -1.24 | |
| 0.4939 | 1.40 | |
| -0.7023 | -1.35 | |
| 0.8890 | 1.68 | |
| -1.0094 | -2.78 | |
| 1.0153 | 2.19 |
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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