V-Lab
Dow Jones South Africa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:18.39% (-0.58%)
Analysis last updated: Tuesday, March 21, 2023, 02:53 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 22.57 | |
| 0.0374 | 14.33 | |
| 0.8936 | 352.80 | |
| 0.0960 | 14.83 |
Estimation Period:
Jan 1, 1992 to Mar 20, 2023
Jan 1, 1992 to Mar 20, 2023
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