V-Lab
V-Lab
Dow Jones South Africa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 24th, 2025:14.82% (+0.04%)
Analysis last updated: Saturday, March 22, 2025 at 01:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones South Africa Index GJR-GARCH
paramt-stat
ω0.027422.24
α0.033413.77
β0.9000370.07
γ0.091815.11
Estimation Period:
Jan 1, 1992 to Mar 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts