V-Lab
JSE Securities South African Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:82.03% (-5.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8917 | 13.75 | |
| 0.0979 | 16.87 | |
| 0.8373 | 104.06 |
Estimation Period:
Feb 1, 2007 to Apr 4, 2025
Feb 1, 2007 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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