V-Lab
Dow Jones South Africa Index EGARCH Volatility Analysis
Volatility Prediction for Friday, September 29th, 2023:17.60% (-1.08%)
Analysis last updated: Friday, September 29, 2023 at 08:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 5.80 | |
| 0.1615 | 34.71 | |
| 0.9738 | 799.51 | |
| -0.0747 | -17.49 |
Estimation Period:
Jan 1, 1992 to Jun 15, 2023
Jan 1, 1992 to Jun 15, 2023
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