JSE Securities South African Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:52.27% (-3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7159 | 13.17 | |
| 0.1040 | 20.24 | |
| 0.8291 | 129.50 | |
| -1.4891 | -10.25 |
Estimation Period:
Feb 1, 2007 to Apr 4, 2025
Feb 1, 2007 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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