V-Lab
Dow Jones South Africa Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:15.85% (+1.54%)
Analysis last updated: Saturday, June 3, 2023 at 12:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2895 | 11.67 | |
| 0.0820 | 34.75 | |
| 0.9812 | 592.13 | |
| 7 | 6.84 |
Estimation Period:
Jan 1, 1992 to May 5, 2023
Jan 1, 1992 to May 5, 2023
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