V-Lab
Dow Jones South Africa Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:17.16% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2824 | 11.91 | |
| 0.0798 | 35.06 | |
| 0.9805 | 584.33 | |
| 7.1504 | 7.00 |
Estimation Period:
Jan 1, 1992 to Apr 17, 2025
Jan 1, 1992 to Apr 17, 2025
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