FTSE/JSE Africa Top40 Tradeable Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
22.70%
decreased by 0.82%
1 Week
22.64%
decreased by 0.88%
1 Month
22.45%
decreased by 1.07%
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 | |
|---|---|---|
| 0.0118 | 5.74 | |
| 0.0903 | 37.71 | |
| 0.8873 | 342.72 | |
| 0.5668 | 26.26 |
Estimation Period:
Jun 30, 1995 to Apr 30, 2026
Jun 30, 1995 to Apr 30, 2026
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