V-Lab
V-Lab
Dow Jones South Africa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 15th, 2025:11.83% (-0.15%)
Analysis last updated: Saturday, August 16, 2025 at 02:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones South Africa Index GJR-GARCH
paramt-stat
ω0.028822.77
α0.034714.07
β0.8961362.07
γ0.095715.43
Estimation Period:
Jan 1, 1992 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts