V-Lab
V-Lab
FTSE/JSE Africa Top40 Tradeable Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:14.63% (-0.46%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE/JSE Africa Top40 Tradeable Index GJR-GARCH
paramt-stat
ω0.027618.76
α0.02849.38
β0.9045337.13
γ0.103616.62
Estimation Period:
Jun 30, 1995 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts