FTSE/JSE Africa Top40 Tradeable Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
22.40%
decreased by 0.63%
1 Week
22.38%
decreased by 0.65%
1 Month
22.31%
decreased by 0.72%
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 | |
|---|---|---|
| 0.0295 | 27.88 | |
| 0.0825 | 28.34 | |
| 0.9055 | 309.35 | |
| 0.4399 | 15.91 | |
| 1.5033 | 33.39 |
Estimation Period:
Jun 30, 1995 to Apr 30, 2026
Jun 30, 1995 to Apr 30, 2026
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