JSE Securities South African Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:69.46% (-6.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6657 | 4.99 | |
| 0.1214 | 4.35 | |
| 0.7166 | 12.65 | |
| -0.1454 | -1.93 | |
| 0.2758 | 2.40 | |
| -0.2770 | -2.65 | |
| 0.3195 | 3.00 | |
| -0.3248 | -3.71 | |
| 0.2030 | 3.52 |
Estimation Period:
Feb 1, 2007 to Apr 4, 2025
Feb 1, 2007 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other JSE Securities South African Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices