V-Lab
South Africa Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 22nd, 2021:58.73% (+10.07%)
Analysis last updated: Friday, November 19, 2021 at 10:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1881 | 6.53 | |
| 0.1313 | 6.18 | |
| 0.9291 | 79.69 | |
| 0.0629 | 3.45 |
Estimation Period:
Feb 1, 2007 to Nov 19, 2021
Feb 1, 2007 to Nov 19, 2021
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