Dow Jones South Africa Index EGARCH Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
18.41%
decreased by 0.73%
1 Week
18.46%
decreased by 0.68%
1 Month
18.62%
decreased by 0.52%
Analysis last updated: Friday, May 29, 2026 at 07:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 6.44 | |
| 0.1620 | 36.56 | |
| 0.9727 | 825.05 | |
| -0.0734 | -17.93 |
Estimation Period:
Jan 1, 1992 to Apr 30, 2026
Jan 1, 1992 to Apr 30, 2026
Other Dow Jones South Africa Index Analyses
Other EGARCH Analyses on Equity Indices