JSE Securities South African Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:65.76% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1480 | 15.43 | |
| 0.7450 | 44.58 | |
| -0.0546 | -4.06 | |
| 0.0469 | 1.71 | |
| 0.0085 | 2.19 | |
| 0.9883 | 192.64 |
Estimation Period:
Feb 1, 2007 to Apr 4, 2025
Feb 1, 2007 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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