FTSE/JSE Africa Top40 Tradeable Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.65% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 20.85 | |
| 0.0304 | 10.27 | |
| 0.8978 | 341.22 | |
| 0.1086 | 17.31 |
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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