V-Lab
Dow Jones South Africa Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:0.25% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0002 | 2,090.00 | |
| -0.0004 | -3,990.00 | |
| 1.0474 | 60.30 | |
| 0.0696 | 62.62 | |
| 0.0001 | 0.01 |
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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