FTSE/JSE Africa Top40 Tradeable Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
23.42%
decreased by 0.45%
1 Week
23.31%
decreased by 0.56%
1 Month
22.93%
decreased by 0.94%
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 | |
|---|---|---|
| 0.0142 | 7.52 | |
| 0.1616 | 30.26 | |
| 0.9754 | 870.10 | |
| -0.0853 | -19.12 |
Estimation Period:
Jun 30, 1995 to Apr 30, 2026
Jun 30, 1995 to Apr 30, 2026
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