FTSE/JSE Africa Top40 Tradeable Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
19.60%
decreased by 1.05%
1 Week
19.57%
decreased by 1.08%
1 Month
19.43%
decreased by 1.22%
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 | |
|---|---|---|
| 0.0350 | 30.28 | |
| 0.0788 | 21.09 | |
| 0.8280 | 294.35 | |
| 0.1366 | 21.08 |
Estimation Period:
Jul 31, 2002 to Apr 30, 2026
Jul 31, 2002 to Apr 30, 2026
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