V-Lab
Dow Jones South Africa Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, April 11th, 2025:90.06% (+49.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0002 | 1,500.00 | |
| -0.0003 | -2,790.00 | |
| 1.0510 | 74.16 | |
| 0.0677 | 98.57 | |
| 0.0001 | 0.01 |
Estimation Period:
Jan 1, 1992 to Apr 4, 2025
Jan 1, 1992 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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