Dow Jones South Africa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:12.16% (+0.36%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0288 | 22.77 | |
0.0347 | 14.07 | |
0.8961 | 362.07 | |
0.0957 | 15.43 |
Estimation Period:
Jan 1, 1992 to Apr 17, 2025
Jan 1, 1992 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
Other Dow Jones South Africa Index Analyses
Other GJR-GARCH Analyses on Equity Indices