FTSE/JSE Africa All Share Index GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
18.60%
decreased by 0.85%
1 Week
18.63%
decreased by 0.82%
1 Month
18.74%
decreased by 0.71%
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 | |
|---|---|---|
| 0.0200 | 21.59 | |
| 0.0874 | 30.70 | |
| 0.8996 | 289.55 |
Estimation Period:
Jun 30, 1995 to Jun 5, 2026
Jun 30, 1995 to Jun 5, 2026
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