V-Lab
Dow Jones South Africa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, September 29th, 2023:17.05% (-0.76%)
Analysis last updated: Friday, September 29, 2023 at 08:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 22.57 | |
| 0.0373 | 14.31 | |
| 0.8937 | 353.11 | |
| 0.0958 | 14.82 |
Estimation Period:
Jan 1, 1992 to Jun 15, 2023
Jan 1, 1992 to Jun 15, 2023
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