V-Lab: South Africa Volatility Index GAS-GARCH Student T Volatility Analysis

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V-Lab

South Africa Volatility Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 22nd, 2021:188.74% (+17.33%)

Analysis last updated: Friday, November 19, 2021 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	113.0989	13.98
$α$	0.0524	88.53
$β$	0.9990	12487.50
$ν$	2	8141.81

Estimation Period:
Feb 1, 2007 to Nov 19, 2021

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