V-Lab
Dow Jones South Africa Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 15th, 2024:13.50% (-0.47%)
Analysis last updated: Friday, November 15, 2024 at 10:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8933 | 9.11 | |
| 0.0849 | 8.85 | |
| 0.8965 | 79.06 | |
| -0.0003 | -1.62 |
Estimation Period:
Jan 1, 1992 to Aug 8, 2024
Jan 1, 1992 to Aug 8, 2024
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