FTSE/JSE Africa Industrial 25 Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
20.78%
decreased by 0.59%
1 Week
20.77%
decreased by 0.60%
1 Month
20.73%
decreased by 0.64%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 22.10 | |
| 0.0911 | 32.61 | |
| 0.8917 | 288.21 |
Estimation Period:
Jun 30, 1995 to Apr 30, 2026
Jun 30, 1995 to Apr 30, 2026
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