FTSE/JSE Africa All Share Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
20.64%
decreased by 1.10%
1 Week
20.60%
decreased by 1.14%
1 Month
20.43%
decreased by 1.31%
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 | |
|---|---|---|
| 0.0107 | 5.73 | |
| 0.1612 | 29.61 | |
| 0.9751 | 841.30 | |
| -0.0843 | -19.08 |
Estimation Period:
Jun 30, 1995 to Jun 5, 2026
Jun 30, 1995 to Jun 5, 2026
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