V-Lab
V-Lab
FTSE/JSE Africa Industrial 25 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:17.41% (-0.56%)

Analysis last updated: Friday, May 3, 2024 at 06:12 PM UTC

Date Range:

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to

6M ·

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graph of FTSE/JSE Africa Industrial 25 Index EGARCH
paramt-stat
ω0.01477.66
α0.152627.13
β0.9735813.29
γ-0.0813-18.45
Estimation Period:
Jun 30, 1995 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts