FTSE/JSE Africa Top40 Tradeable Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.41% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 22.16 | |
| 0.0896 | 32.88 | |
| 0.8952 | 293.78 |
Estimation Period:
Jun 30, 1995 to Dec 31, 2025
Jun 30, 1995 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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