JSE Securities South African Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
187.89%
increased by 8.22%
1 Week
187.80%
increased by 8.13%
1 Month
187.44%
increased by 7.77%
Analysis last updated: Friday, June 12, 2026 at 10:25 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
Other JSE Securities South African Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices