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
$ω$	0.5638	3.48
$α$	0.2147	5.94
$β$	0.3366	3.45
$γ_{1}$	-2.0307	-2.19
$γ_{2}$	2.6047	2.17
$γ_{3}$	-0.7052	-1.43
$γ_{4}$	0.0918	0.20
$γ_{5}$	-0.2068	-0.40
$γ_{6}$	1.1965	2.47
$γ_{7}$	-1.6145	-3.03
$γ_{8}$	1.2510	1.94
$γ_{9}$	-1.8127	-2.80
$γ_{10}$	1.9248	4.56

V-Lab

ARB Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ARB Holdings Ltd Analyses