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
$ω$	0.7976	4.47
$α$	0.0805	3.39
$β$	0.8266	14.28
$γ_{1}$	0.3207	0.36
$γ_{2}$	-0.6844	-0.48
$γ_{3}$	1.3926	1.46
$γ_{4}$	-2.4715	-2.96
$γ_{5}$	2.5314	2.89
$γ_{6}$	-1.3520	-1.12
$γ_{7}$	0.1156	0.11

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Arrowhead Properties Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arrowhead Properties Ltd Analyses