V-Lab
Dow Jones South Africa Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:16.72% (-0.02%)
Analysis last updated: Tuesday, March 21, 2023, 02:56 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9214 | 8.73 | |
| 0.0897 | 9.07 | |
| 0.8920 | 77.85 | |
| -0.0002 | -1.29 |
Estimation Period:
Jan 1, 1992 to Mar 20, 2023
Jan 1, 1992 to Mar 20, 2023
News Impact Curve
Volatility Forecasts
Other Dow Jones South Africa Index Analyses