FTSE/JSE Africa Industrial 25 Index MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.32%
decreased by 1.13%
1 Week
17.41%
decreased by 1.04%
1 Month
17.71%
decreased by 0.74%
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 | |
|---|---|---|
| 0.0287 | 5.95 | |
| 0.1718 | 30.32 | |
| 0.8091 | 270.50 |
Estimation Period:
Jul 31, 2002 to Apr 30, 2026
Jul 31, 2002 to Apr 30, 2026
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