V-Lab
Dow Jones South Africa Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:14.84% (-0.82%)
Analysis last updated: Friday, December 1, 2023 at 07:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2910 | 11.74 | |
| 0.0819 | 34.75 | |
| 0.9812 | 596.82 | |
| 7 | 6.81 |
Estimation Period:
Jan 1, 1992 to Jun 15, 2023
Jan 1, 1992 to Jun 15, 2023
Other Dow Jones South Africa Index Analyses