Dow Jones South Africa Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
18.35%
decreased by 1.18%
1 Week
18.33%
decreased by 1.20%
1 Month
18.27%
decreased by 1.26%
Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2708 | 12.18 | |
| 0.0807 | 34.50 | |
| 0.9794 | 572.43 | |
| 7.0256 | 7.17 |
Estimation Period:
Jan 1, 1992 to Apr 30, 2026
Jan 1, 1992 to Apr 30, 2026
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