FTSE/JSE AFRICA TOP40 TRADEABLE INDEX GARCH VOLATILITY GRAPH?

Volatility Prediction for Friday, May 24: 20.90% (+4.52)
  • COMPARE menu down arrow
    • FTSE/JSE Africa Top40 Tradeable Index»
    • Other Analyses»
      • Commodities»
      • Corporate Bonds»
      • Credit Default Swaps»
      • Currencies»
      • Equities»
      • Equity Indices»
      • Equity Sectors»
      • International Equities»
      • Real Estate»
      • Treasuries»
      • Volatility Indices»
  • SUB PLOTmenu down arrow
    • Return/Price
    • Return
    • Price
    • None
  • LINE STYLE menu down arrow
    • Lines
    • Lines Points
  • KEY POSTION menu down arrow
    • Inside»
      • Bottom Left
      • Bottom Right
      • Top Left
      • Top Right
    • Outside
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (ZAR): R36,312.44 Return: -2.71% 1 Week Pred: 20.97%
Avg Week Vol: 17.43% Avg Month Vol: 16.32% 1 Month Pred: 21.21%
Min Vol: 8.71% Max Vol: 89.05% 6 Months Pred: 22.29%
Avg Vol: 21.85% Vol of Vol: 23.75% 1 Year Pred: 22.87%

Documentation