FTSE/JSE Africa All Share Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.27% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 6.43 | |
| 0.0933 | 37.08 | |
| 0.8831 | 328.77 | |
| 0.5195 | 26.76 |
Estimation Period:
Jun 30, 1995 to Feb 6, 2026
Jun 30, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices