Dow Jones South Africa Index AGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:18.52% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 11.17 | |
| 0.0861 | 38.42 | |
| 0.8876 | 342.69 | |
| 0.4800 | 27.51 |
Estimation Period:
Jan 1, 1992 to Apr 17, 2025
Jan 1, 1992 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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