FTSE/JSE Africa Industrial 25 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
20.94%
decreased by 0.34%
1 Week
20.92%
decreased by 0.36%
1 Month
20.86%
decreased by 0.42%
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 | |
|---|---|---|
| 0.0148 | 8.14 | |
| 0.0802 | 32.57 | |
| 0.8967 | 326.44 | |
| 0.5426 | 24.76 |
Estimation Period:
Jun 30, 1995 to Apr 30, 2026
Jun 30, 1995 to Apr 30, 2026
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