V-Lab
South Africa Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 22nd, 2021:85.00% (+5.57%)
Analysis last updated: Friday, November 19, 2021 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7816 | 4.47 | |
| 0.0880 | 3.92 | |
| 0.7733 | 14.24 | |
| 0.0418 | 0.24 | |
| -0.1905 | -0.78 | |
| 0.4116 | 2.24 | |
| -0.5292 | -2.30 | |
| 0.3767 | 1.66 | |
| 0.0312 | 0.17 | |
| -0.2871 | -2.22 |
Estimation Period:
Feb 1, 2007 to Nov 19, 2021
Feb 1, 2007 to Nov 19, 2021
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