FTSE/JSE Africa Industrial 25 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.18% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5017 | 14.49 | |
| 0.0850 | 36.22 | |
| 0.9795 | 669.05 | |
| 8.0030 | 6.68 |
Estimation Period:
Jun 30, 1995 to Dec 31, 2025
Jun 30, 1995 to Dec 31, 2025
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