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Dow Jones South Africa Index APARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:18.05% (-0.87%)
Analysis last updated: Saturday, December 6, 2025 at 02:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones South Africa Index APARCH
paramt-stat
ω0.029228.69
α0.081636.16
β0.9007333.33
γ0.375219.99
δ1.625133.30
Estimation Period:
Jan 1, 1992 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts