JSE Securities South African Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
139.23%
decreased by 11.36%
1 Week
132.10%
decreased by 18.49%
1 Month
110.89%
decreased by 39.70%
Analysis last updated: Friday, April 10, 2026 at 07:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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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