DOW JONES SOUTH AFRICA INDEX AGARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 20: 19.02% (+1.70)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

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Volatility Summary Table

Closing Price (ZAR): R364.20 Return: -1.67% 1 Week Pred: 19.3%
Avg Week Vol: 18.16% Avg Month Vol: 20.33% 1 Month Pred: 20.27%
Min Vol: 9.27% Max Vol: 108.24% 6 Months Pred: 24.56%
Avg Vol: 26.36% Vol of Vol: 29.41% 1 Year Pred: 26.92%

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