V-Lab
Dow Jones South Africa Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:2.42% (-33.86%)
Analysis last updated: Saturday, January 18, 2025 at 08:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9999900.00 | |
| 0.0002 | 2090.00 | |
| -0.0004 | -3990.00 | |
| 1.0511 | 59.25 | |
| 0.0710 | 63.86 | |
| 0.0001 | 0.01 |
Estimation Period:
Jan 1, 1992 to Aug 8, 2024
Jan 1, 1992 to Aug 8, 2024
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