FTSE/JSE Africa Industrial 25 Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
16.82%
decreased by 0.66%
1 Week
16.90%
decreased by 0.58%
1 Month
17.17%
decreased by 0.31%
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 | |
|---|---|---|
| 0.0316 | 30.10 | |
| 0.0865 | 24.73 | |
| 0.8332 | 321.69 | |
| 0.1141 | 14.46 |
Estimation Period:
Jul 31, 2002 to Apr 30, 2026
Jul 31, 2002 to Apr 30, 2026
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