FTSE/JSE Africa All Share Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
20.14%
decreased by 0.93%
1 Week
20.13%
decreased by 0.94%
1 Month
20.10%
decreased by 0.97%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 5.94 | |
| 0.0907 | 36.59 | |
| 0.8872 | 335.95 | |
| 0.5180 | 26.18 |
Estimation Period:
Jun 30, 1995 to Jun 5, 2026
Jun 30, 1995 to Jun 5, 2026
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