V-Lab
V-Lab
FTSE/JSE Africa All Share Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:13.29% (+0.12%)

Analysis last updated: Wednesday, May 1, 2024 at 04:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE/JSE Africa All Share Index APARCH
paramt-stat
ω0.023027.25
α0.076524.76
β0.9110308.28
γ0.434515.09
δ1.594132.58
Estimation Period:
Jun 30, 1995 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts