V-Lab
JSE Securities South African Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 1st, 2025:145.55% (-10.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8976 | 14.13 | |
| 0.1206 | 11.67 | |
| 0.8360 | 99.96 | |
| -0.0442 | -2.46 |
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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