V-Lab
V-Lab
Dow Jones South Africa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:16.46% (-0.54%)

Analysis last updated: Saturday, January 18, 2025 at 08:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones South Africa Index GJR-GARCH
paramt-stat
ω0.027822.39
α0.034213.95
β0.8986366.92
γ0.093315.17
Estimation Period:
Jan 1, 1992 to Aug 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts