DOW JONES SOUTH AFRICA INDEX EGARCH VOLATILITY GRAPH?

Volatility Prediction for Wednesday, May 22: 22.54% (-1.33)
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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): R356.61 Return: 0.47% 1 Week Pred: 22.69%
Avg Week Vol: 22.02% Avg Month Vol: 20.81% 1 Month Pred: 23.18%
Min Vol: 6.94% Max Vol: 109.53% 6 Months Pred: 24.95%
Avg Vol: 25.8% Vol of Vol: 27.13% 1 Year Pred: 25.57%

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