V-Lab
V-Lab
FTSE/JSE Africa Industrial 25 Index APARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:19.10% (+1.49%)

Analysis last updated: Saturday, April 27, 2024 at 05:20 AM UTC

Date Range:

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to

6M ·

1Y ·

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graph of FTSE/JSE Africa Industrial 25 Index APARCH
paramt-stat
ω0.030627.21
α0.080025.07
β0.9054308.17
γ0.406117.09
δ1.576129.32
Estimation Period:
Jun 30, 1995 to Mar 28, 2024
Impact of return on volatility tomorrow
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