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
$ω$	1.0523	5.31
$α$	0.2245	4.24
$β$	0.5509	8.59
$γ_{1}$	-0.2697	-1.00
$γ_{2}$	0.1372	0.33
$γ_{3}$	0.2700	1.24
$γ_{4}$	0.1088	0.57
$γ_{5}$	-0.6324	-2.46
$γ_{6}$	0.7079	2.42
$γ_{7}$	-0.3226	-1.00
$γ_{8}$	-0.7926	-2.37

V-Lab

Astrapak Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Astrapak Ltd Analyses