Dow Jones South Africa Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
25.20%
decreased by 0.86%
1 Week
24.85%
decreased by 1.21%
1 Month
23.72%
decreased by 2.34%
Analysis last updated: Friday, April 3, 2026 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0109 | 6.48 | |
| 0.1630 | 36.72 | |
| 0.9725 | 819.27 | |
| -0.0736 | -17.93 |
Estimation Period:
Jan 1, 1992 to Apr 2, 2026
Jan 1, 1992 to Apr 2, 2026
Other Dow Jones South Africa Index Analyses
Other EGARCH Analyses on Equity Indices