V-Lab
Dow Jones South Africa Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:23.91% (+16.14%)
Analysis last updated: Saturday, June 3, 2023 at 12:14 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9999900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.0293 | 53.18 | |
| 0.0838 | 56.38 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1992 to May 5, 2023
Jan 1, 1992 to May 5, 2023
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