V-Lab
Dow Jones South Africa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:16.47% (+1.43%)
Analysis last updated: Friday, December 20, 2024 at 09:19 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
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