FTSE/JSE Africa Industrial 25 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
19.18%
decreased by 0.13%
1 Week
19.22%
decreased by 0.09%
1 Month
19.37%
increased by 0.06%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 22.44 | |
| 0.0329 | 11.26 | |
| 0.9003 | 334.69 | |
| 0.0955 | 15.29 |
Estimation Period:
Jun 30, 1995 to Apr 30, 2026
Jun 30, 1995 to Apr 30, 2026
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