JSE Securities South African Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
172.35%
increased by 15.18%
1 Week
172.28%
increased by 15.11%
1 Month
172.02%
increased by 14.85%
Analysis last updated: Saturday, May 23, 2026 at 01:52 AM 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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