Dow Jones South Africa Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:14.25% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 22.95 | |
| 0.0865 | 35.32 | |
| 0.8960 | 316.40 |
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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