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
$ω$	0.7509	4.01
$α$	0.0822	3.07
$β$	0.7853	10.89
$γ_{1}$	0.1730	0.13
$γ_{2}$	-0.4332	-0.22
$γ_{3}$	0.7933	0.79
$γ_{4}$	-0.3299	-0.45
$γ_{5}$	-1.7893	-2.37
$γ_{6}$	3.6176	4.79
$γ_{7}$	-3.2012	-2.51
$γ_{8}$	1.7766	0.72

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Arrowhead Properties Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arrowhead Properties Ltd Analyses