JSE Securities South African Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
137.81%
decreased by 8.90%
1 Week
137.80%
decreased by 8.91%
1 Month
137.78%
decreased by 8.93%
Analysis last updated: Friday, June 5, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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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