V-Lab
JSE Securities South African Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 27th, 2025:242.61% (+20.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 72.2837 | 14.45 | |
| 0.0497 | 89.61 | |
| 0.9990 | 12,974.03 | |
| 2.1501 | 3,765.56 |
Estimation Period:
Feb 1, 2007 to Apr 4, 2025
Feb 1, 2007 to Apr 4, 2025
Other JSE Securities South African Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices