V-Lab
Dow Jones South Africa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 27th, 2024:13.73% (-0.31%)
Analysis last updated: Thursday, November 28, 2024 at 12:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 22.39 | |
| 0.0342 | 13.95 | |
| 0.8986 | 366.92 | |
| 0.0933 | 15.17 |
Estimation Period:
Jan 1, 1992 to Aug 8, 2024
Jan 1, 1992 to Aug 8, 2024
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