V-Lab
V-Lab
FTSE/JSE Africa All Share Index AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:12.54% (-0.33%)

Analysis last updated: Saturday, May 4, 2024 at 06:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE/JSE Africa All Share Index AGARCH
paramt-stat
ω0.00623.70
α0.085234.31
β0.8955338.04
γ0.537226.48
Estimation Period:
Jun 30, 1995 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts