FTSE/JSE Africa All Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
19.19%
decreased by 0.83%
1 Week
19.20%
decreased by 0.82%
1 Month
19.23%
decreased by 0.79%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 20.65 | |
| 0.0313 | 10.37 | |
| 0.9021 | 337.48 | |
| 0.1011 | 16.83 |
Estimation Period:
Jun 30, 1995 to Jun 5, 2026
Jun 30, 1995 to Jun 5, 2026
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