FTSE/JSE Africa All Share Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.02% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 22.37 | |
| 0.0897 | 31.27 | |
| 0.8963 | 285.62 |
Estimation Period:
Jun 30, 1995 to Feb 6, 2026
Jun 30, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices