FTSE/JSE Africa Industrial 25 Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.23%
increased by 0.33%
1 Week
21.20%
increased by 0.30%
1 Month
21.10%
increased by 0.20%
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 | |
|---|---|---|
| 0.0137 | 7.33 | |
| 0.1482 | 27.75 | |
| 0.9739 | 826.77 | |
| -0.0790 | -18.60 |
Estimation Period:
Jun 30, 1995 to Apr 30, 2026
Jun 30, 1995 to Apr 30, 2026
Other EGARCH Analyses on Equity Indices