V-Lab
Dow Jones South Africa Index APARCH Volatility Analysis
Volatility Prediction for Friday, September 29th, 2023:17.22% (-0.87%)
Analysis last updated: Friday, September 29, 2023 at 08:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 28.25 | |
| 0.0841 | 36.28 | |
| 0.8990 | 322.00 | |
| 0.3632 | 19.37 | |
| 1.6200 | 32.20 |
Estimation Period:
Jan 1, 1992 to Jun 15, 2023
Jan 1, 1992 to Jun 15, 2023
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