V-Lab
Dow Jones South Africa Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:14.78% (+0.40%)
Analysis last updated: Saturday, April 27, 2024 at 05:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0112 | 5.18 | |
| 0.8477 | 259.56 | |
| 0.1319 | 39.27 | |
| 0.1789 | 0.62 | |
| 0.6399 | 0.63 | |
| 0.2108 | 0.17 |
Estimation Period:
Jan 1, 1992 to Mar 28, 2024
Jan 1, 1992 to Mar 28, 2024
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