JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.9197	2.01
$α$	0.0688	4.97
$β$	0.9211	52.66
$γ_{1}$	-0.0183	-0.09
$γ_{2}$	-0.0783	-0.27
$γ_{3}$	0.1551	0.88
$γ_{4}$	-0.0294	-0.19
$γ_{5}$	-0.1565	-0.98
$γ_{6}$	0.4016	1.83
$γ_{7}$	-0.5397	-1.62
$γ_{8}$	0.3605	1.26

V-Lab

African Phoenix Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other African Phoenix Investments Ltd Analyses