FTSE/JSE Africa Industrial 25 Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.47% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 27.44 | |
| 0.0775 | 25.37 | |
| 0.9060 | 318.58 | |
| 0.3925 | 17.15 | |
| 1.6281 | 30.41 |
Estimation Period:
Jun 30, 1995 to Dec 31, 2025
Jun 30, 1995 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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