FTSE/JSE Africa All Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
19.46%
increased by 0.51%
1 Week
19.46%
increased by 0.51%
1 Month
19.47%
increased by 0.52%
Analysis last updated: Tuesday, June 16, 2026 at 05:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 20.63 | |
| 0.0313 | 10.38 | |
| 0.9022 | 338.17 | |
| 0.1010 | 16.84 |
Estimation Period:
Jun 30, 1995 to Jun 15, 2026
Jun 30, 1995 to Jun 15, 2026
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