JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.5117	0.44
$α$	0.9290	3.09
$β$	0.0000	0.00
$γ_{1}$	-28.8788	-1.55
$γ_{2}$	43.9369	1.75
$γ_{3}$	-32.3511	-2.12
$γ_{4}$	47.3235	2.59
$γ_{5}$	-62.6009	-2.89
$γ_{6}$	65.9725	2.30
$γ_{7}$	-48.5947	-1.47
$γ_{8}$	14.6786	0.68
$γ_{9}$	-27.3548	-1.30
$γ_{10}$	51.6310	2.75

V-Lab

Ascension Properties Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ascension Properties Ltd Analyses