FTSE/JSE Africa Industrial 25 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.39% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 21.88 | |
| 0.0912 | 32.46 | |
| 0.8919 | 287.61 |
Estimation Period:
Jun 30, 1995 to Dec 31, 2025
Jun 30, 1995 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices