FTSE/JSE Africa All Share Index APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
19.65%
decreased by 0.97%
1 Week
19.67%
decreased by 0.95%
1 Month
19.74%
decreased by 0.88%
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 | |
|---|---|---|
| 0.0256 | 29.29 | |
| 0.0817 | 27.44 | |
| 0.9062 | 310.25 | |
| 0.4309 | 15.89 | |
| 1.5260 | 34.34 |
Estimation Period:
Jun 30, 1995 to Jun 5, 2026
Jun 30, 1995 to Jun 5, 2026
Other APARCH Analyses on Equity Indices