V-Lab
JSE Securities South African Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 1st, 2025:299.28% (-2.66%)
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
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