Dow Jones South Africa Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
29.39%
decreased by 0.64%
1 Week
29.00%
decreased by 1.03%
1 Month
27.60%
decreased by 2.43%
Analysis last updated: Friday, March 27, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
Other Dow Jones South Africa Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices