V-Lab
V-Lab
Dow Jones South Africa Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 24th, 2025:14.72% (+0.56%)
Analysis last updated: Saturday, March 22, 2025 at 01:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones South Africa Index AGARCH
paramt-stat
ω0.015310.52
α0.082437.69
β0.8923352.39
γ0.481926.80
Estimation Period:
Jan 1, 1992 to Mar 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts