FTSE/JSE Africa Industrial 25 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
20.53%
decreased by 0.53%
1 Week
20.49%
decreased by 0.57%
1 Month
20.34%
decreased by 0.72%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5003 | 14.73 | |
| 0.0849 | 36.40 | |
| 0.9792 | 672.55 | |
| 8.0051 | 6.69 |
Estimation Period:
Jun 30, 1995 to Apr 30, 2026
Jun 30, 1995 to Apr 30, 2026
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