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
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