V-Lab
V-Lab
FTSE/JSE Africa All Share Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:14.02% (+0.83%)

Analysis last updated: Saturday, April 27, 2024 at 07:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE/JSE Africa All Share Index AMEM
paramt-stat
ω0.022823.70
α0.076423.76
β0.8490371.89
γ0.111517.24
Estimation Period:
Jul 31, 2002 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts