V-Lab
Dow Jones South Africa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 2nd, 2022:21.63% (+6.52%)
Analysis last updated: Friday, December 2, 2022, 05:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 22.72 | |
| 0.0377 | 14.36 | |
| 0.8919 | 348.68 | |
| 0.0981 | 14.98 |
Estimation Period:
Jan 1, 1992 to Nov 25, 2022
Jan 1, 1992 to Nov 25, 2022
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