V-Lab
Dow Jones South Africa Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:19.56% (-0.63%)
Analysis last updated: Tuesday, March 21, 2023, 02:53 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 5.86 | |
| 0.1615 | 34.63 | |
| 0.9738 | 798.88 | |
| -0.0748 | -17.46 |
Estimation Period:
Jan 1, 1992 to Mar 20, 2023
Jan 1, 1992 to Mar 20, 2023
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