FTSE/JSE Africa Industrial 25 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.05% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 8.19 | |
| 0.0803 | 32.36 | |
| 0.8969 | 325.09 | |
| 0.5395 | 24.55 |
Estimation Period:
Jun 30, 1995 to Dec 31, 2025
Jun 30, 1995 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices