JSE Securities South African Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:104.83% (+59.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 4.60 | |
| 0.0909 | 11.15 | |
| 0.8390 | 89.26 | |
| -0.1033 | -3.57 | |
| 2.1272 | 16.22 |
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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