V-Lab
Dow Jones South Africa Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, September 29th, 2023:16.05% (-0.70%)
Analysis last updated: Friday, September 29, 2023 at 08:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9221 | 8.79 | |
| 0.0894 | 9.08 | |
| 0.8922 | 78.03 | |
| -0.0002 | -1.27 |
Estimation Period:
Jan 1, 1992 to Jun 15, 2023
Jan 1, 1992 to Jun 15, 2023
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