V-Lab
V-Lab
FTSE/JSE Africa Top40 Tradeable Index MEM Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:16.38% (-0.72%)

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

Date Range:

from

to

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1Y ·

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10Y ·

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graph of FTSE/JSE Africa Top40 Tradeable Index MEM
paramt-stat
ω0.02776.67
α0.163739.16
β0.8197278.92
Estimation Period:
Jul 31, 2002 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts