FTSE/JSE Africa Industrial 25 Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
19.72%
increased by 0.02%
1 Week
19.76%
increased by 0.06%
1 Month
19.89%
increased by 0.19%
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 | |
|---|---|---|
| 0.0307 | 27.58 | |
| 0.0771 | 25.39 | |
| 0.9057 | 320.37 | |
| 0.3932 | 17.21 | |
| 1.6430 | 31.12 |
Estimation Period:
Jun 30, 1995 to Apr 30, 2026
Jun 30, 1995 to Apr 30, 2026
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