Dow Jones South Africa Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:20.12% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8977 | 9.25 | |
| 0.0872 | 9.03 | |
| 0.8935 | 78.48 | |
| -0.0002 | -1.65 |
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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