V-Lab
JSE Securities South African Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 7th, 2025:119.88% (-0.99%)
Analysis last updated: Saturday, March 8, 2025 at 12:26 AM 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
News Impact Curve
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