V-Lab
V-Lab
Dow Jones South Africa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 8th, 2025:39.08% (-2.01%)
Analysis last updated: Wednesday, April 9, 2025 at 02:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones South Africa Index GJR-GARCH
paramt-stat
ω0.028822.70
α0.034814.11
β0.8961360.91
γ0.095615.31
Estimation Period:
Jan 1, 1992 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts