Dow Jones South Africa Index APARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:12.88% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 29.82 | |
| 0.0855 | 38.00 | |
| 0.8963 | 323.22 | |
| 0.3816 | 20.45 | |
| 1.5634 | 33.55 |
Estimation Period:
Jan 1, 1992 to Dec 25, 2025
Jan 1, 1992 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
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