V-Lab
Dow Jones South Africa Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 11th, 2025:38.53% (+3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8988 | 9.24 | |
| 0.0870 | 8.96 | |
| 0.8938 | 78.28 | |
| -0.0002 | -1.65 |
Estimation Period:
Jan 1, 1992 to Apr 4, 2025
Jan 1, 1992 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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