Dow Jones South Africa Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.68% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 24.74 | |
| 0.0895 | 37.23 | |
| 0.8906 | 319.08 |
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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