V-Lab
Dow Jones South Africa Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 26th, 2024:14.11% (-0.51%)
Analysis last updated: Friday, July 26, 2024 at 04:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9053 | 8.95 | |
| 0.0856 | 8.88 | |
| 0.8963 | 79.03 | |
| -0.0002 | -1.45 |
Estimation Period:
Jan 1, 1992 to Mar 28, 2024
Jan 1, 1992 to Mar 28, 2024
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