FTSE/JSE Africa All Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.69% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3571 | 11.31 | |
| 0.0807 | 39.34 | |
| 0.9847 | 684.78 | |
| 7.8035 | 7.07 |
Estimation Period:
Jun 30, 1995 to Feb 6, 2026
Jun 30, 1995 to Feb 6, 2026
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