Dow Jones South Africa Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:20.86% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9549 | 9.10 | |
| 0.0876 | 9.06 | |
| 0.8928 | 78.32 | |
| 0.0005 | 0.94 |
Estimation Period:
Jan 1, 1992 to Apr 17, 2025
Jan 1, 1992 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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