JSE Securities South African Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
239.69%
increased by 2.90%
1 Week
107.19%
decreased by 132.50%
1 Month
52.30%
decreased by 187.39%
Analysis last updated: Friday, March 20, 2026 at 10:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 72.2837 | 14.45 | |
| 0.0497 | 89.61 | |
| 0.9990 | 12,974.03 | |
| 2.1501 | 3,765.56 |
Estimation Period:
Feb 1, 2007 to Apr 4, 2025
Feb 1, 2007 to Apr 4, 2025
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