V-Lab
Dow Jones South Africa Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 22nd, 2023:0.00% (-6.47%)
Analysis last updated: Wednesday, November 22, 2023 at 09:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9999900.00 | |
| 0.0003 | 2950.00 | |
| -0.0006 | -5700.00 | |
| 1.0281 | 62.41 | |
| 0.0845 | 76.34 | |
| 0.0002 | 0.02 |
Estimation Period:
Jan 1, 1992 to Jun 15, 2023
Jan 1, 1992 to Jun 15, 2023
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