V-Lab
Dow Jones South Africa Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:12.11% (-0.36%)
Analysis last updated: Friday, April 12, 2024 at 11:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 22.34 | |
| 0.0354 | 13.98 | |
| 0.8974 | 362.88 | |
| 0.0931 | 14.84 |
Estimation Period:
Jan 1, 1992 to Mar 28, 2024
Jan 1, 1992 to Mar 28, 2024
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