Dow Jones South Africa Index GARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
23.85%
decreased by 1.20%
1 Week
23.68%
decreased by 1.37%
1 Month
23.04%
decreased by 2.01%
Analysis last updated: Saturday, May 9, 2026 at 03:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 24.32 | |
| 0.0881 | 37.10 | |
| 0.8931 | 325.47 |
Estimation Period:
Jan 1, 1992 to Apr 30, 2026
Jan 1, 1992 to Apr 30, 2026
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