Dow Jones South Africa Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:14.41% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8982 | 9.82 | |
| 0.0902 | 9.50 | |
| 0.8882 | 79.31 | |
| -0.0002 | -1.58 |
Estimation Period:
Jan 1, 1992 to Dec 25, 2025
Jan 1, 1992 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
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