V-Lab
V-Lab
FTSE/JSE Africa Industrial 25 Index APARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:18.25% (-0.72%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE/JSE Africa Industrial 25 Index APARCH
paramt-stat
ω0.030627.21
α0.080025.07
β0.9054308.17
γ0.406117.09
δ1.576129.32
Estimation Period:
Jun 30, 1995 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts