Dow Jones South Africa Index AGARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
17.45%
decreased by 0.95%
1 Week
17.52%
decreased by 0.88%
1 Month
17.75%
decreased by 0.65%
Analysis last updated: Friday, July 3, 2026 at 10:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 13.29 | |
| 0.0891 | 39.87 | |
| 0.8832 | 343.65 | |
| 0.4535 | 25.70 |
Estimation Period:
Jan 1, 1992 to Apr 30, 2026
Jan 1, 1992 to Apr 30, 2026
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