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V-Lab

FTSE/JSE Africa Industrial 25 Index MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, June 5th, 2026

1 Day

20.82%

decreased by 3.49%

1 Week

28.46%

increased by 4.15%

1 Month

124.77%

increased by 100.46%

Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC

Date Range:

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graph of FTSE/JSE Africa Industrial 25 Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time