Dow Jones South Africa Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:21.78% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 5.86 | |
| 0.1586 | 35.15 | |
| 0.9736 | 800.68 | |
| -0.0756 | -18.08 |
Estimation Period:
Jan 1, 1992 to Apr 17, 2025
Jan 1, 1992 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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