Dow Jones South Africa Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:18.05% (-0.76%)
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
Other Dow Jones South Africa Index Analyses
Other Spline-GARCH Analyses on Equity Indices