FTSE/JSE Africa Top40 Tradeable Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.93%
decreased by 0.72%
1 Week
21.90%
decreased by 0.75%
1 Month
21.81%
decreased by 0.84%
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 | |
|---|---|---|
| 0.0301 | 20.77 | |
| 0.0314 | 10.57 | |
| 0.8997 | 342.99 | |
| 0.1038 | 17.08 |
Estimation Period:
Jun 30, 1995 to Apr 30, 2026
Jun 30, 1995 to Apr 30, 2026
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