V-Lab
South Africa Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, November 22nd, 2021:55.43% (+10.56%)
Analysis last updated: Friday, November 19, 2021 at 10:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8249 | 3.70 | |
| 0.0538 | 7.44 | |
| 0.8792 | 96.66 | |
| -0.1979 | -4.96 | |
| 2.2598 | 13.46 |
Estimation Period:
Feb 1, 2007 to Nov 19, 2021
Feb 1, 2007 to Nov 19, 2021
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