Dow Jones South Africa Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
21.68%
decreased by 1.06%
1 Week
21.54%
decreased by 1.20%
1 Month
21.05%
decreased by 1.69%
Analysis last updated: Friday, April 17, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2739 | 12.21 | |
| 0.0811 | 34.56 | |
| 0.9794 | 571.40 | |
| 7.0426 | 7.18 |
Estimation Period:
Jan 1, 1992 to Apr 2, 2026
Jan 1, 1992 to Apr 2, 2026
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