JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4092	1.82
$α$	0.2613	3.80
$β$	0.0000	0.00
$γ_{1}$	6.9732	0.50
$γ_{2}$	-16.5592	-0.86
$γ_{3}$	26.4041	2.83
$γ_{4}$	-33.4440	-3.36
$γ_{5}$	37.3732	2.55
$γ_{6}$	-30.1619	-1.28
$γ_{7}$	-8.7474	-0.34
$γ_{8}$	26.6146	1.23

V-Lab

Ascension Properties Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ascension Properties Ltd Analyses