Dow Jones South Africa Index APARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:19.64% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 28.69 | |
| 0.0816 | 36.16 | |
| 0.9007 | 333.33 | |
| 0.3752 | 19.99 | |
| 1.6251 | 33.30 |
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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