V-Lab
Dow Jones South Africa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 15th, 2024:14.34% (-0.51%)
Analysis last updated: Friday, November 15, 2024 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 22.39 | |
| 0.0342 | 13.95 | |
| 0.8986 | 366.92 | |
| 0.0933 | 15.17 |
Estimation Period:
Jan 1, 1992 to Aug 8, 2024
Jan 1, 1992 to Aug 8, 2024
News Impact Curve
Volatility Forecasts
Other Dow Jones South Africa Index Analyses