JSE Securities South African Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:60.99% (+4.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3308 | 7.90 | |
| 0.2205 | 13.82 | |
| 0.8788 | 53.31 | |
| 0.0501 | 3.01 |
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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