Dow Jones South Africa Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:12.78% (+1.26%)
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
Other Dow Jones South Africa Index Analyses
Other AGARCH Analyses on Equity Indices