Dow Jones South Africa Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:14.56% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2499 | 12.81 | |
| 0.0812 | 34.73 | |
| 0.9788 | 581.95 | |
| 7.1281 | 7.16 |
Estimation Period:
Jan 1, 1992 to Dec 25, 2025
Jan 1, 1992 to Dec 25, 2025
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