Dow Jones South Africa Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.07% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9333 | 9.49 | |
| 0.0904 | 9.51 | |
| 0.8880 | 79.24 | |
| 0.0002 | 0.41 |
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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