JSE Securities South African Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
245.07%
decreased by 20.90%
1 Week
230.61%
decreased by 35.36%
1 Month
186.71%
decreased by 79.26%
Analysis last updated: Friday, March 27, 2026 at 07:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8917 | 13.75 | |
| 0.0979 | 16.87 | |
| 0.8373 | 104.06 |
Estimation Period:
Feb 1, 2007 to Apr 4, 2025
Feb 1, 2007 to Apr 4, 2025
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