FTSE/JSE Africa Top40 Tradeable Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
21.69%
decreased by 0.87%
1 Week
21.68%
decreased by 0.88%
1 Month
21.62%
decreased by 0.94%
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 | |
|---|---|---|
| 0.0259 | 22.01 | |
| 0.0891 | 32.84 | |
| 0.8964 | 297.00 |
Estimation Period:
Jun 30, 1995 to Apr 30, 2026
Jun 30, 1995 to Apr 30, 2026
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