DOW JONES SOUTH AFRICA INDEX GJR-GARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 20: 19.26% (+1.93)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (ZAR): R364.20 Return: -1.67% 1 Week Pred: 19.45%
Avg Week Vol: 18.18% Avg Month Vol: 20.33% 1 Month Pred: 20.11%
Min Vol: 9.41% Max Vol: 119.19% 6 Months Pred: 23.09%
Avg Vol: 26.58% Vol of Vol: 30.67% 1 Year Pred: 24.77%