V-Lab
V-Lab
FTSE/JSE Africa All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:16.78% (+4.42%)

Analysis last updated: Thursday, April 18, 2024 at 08:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE/JSE Africa All Share Index GJR-GARCH
paramt-stat
ω0.021618.64
α0.02839.16
β0.9076333.55
γ0.100216.34
Estimation Period:
Jun 30, 1995 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts