FTSE/JSE Africa All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.20% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 21.24 | |
| 0.0326 | 10.63 | |
| 0.8974 | 329.19 | |
| 0.1051 | 16.71 |
Estimation Period:
Jun 30, 1995 to Feb 6, 2026
Jun 30, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices