V-Lab
Dow Jones South Africa Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:18.73% (-0.60%)
Analysis last updated: Tuesday, March 21, 2023, 02:54 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 28.24 | |
| 0.0843 | 36.30 | |
| 0.8991 | 321.55 | |
| 0.3639 | 19.33 | |
| 1.6155 | 32.10 |
Estimation Period:
Jan 1, 1992 to Mar 20, 2023
Jan 1, 1992 to Mar 20, 2023
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