FTSE/JSE Africa All Share Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.77%
decreased by 1.01%
1 Week
17.77%
decreased by 1.01%
1 Month
17.78%
decreased by 1.00%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 28.28 | |
| 0.0965 | 25.22 | |
| 0.8226 | 295.69 | |
| 0.1153 | 16.18 |
Estimation Period:
Jul 31, 2002 to Apr 30, 2026
Jul 31, 2002 to Apr 30, 2026
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