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
$ω$	1.7942	17,942,300.00
$α$	0.1073	1,072,510.00
$β$	0.7935	7,935,140.00
$γ_{1}$	8.6671	86,670,810.00
$γ_{2}$	-17.0255	-170,255,200.00
$γ_{3}$	12.4527	124,526,500.00
$γ_{4}$	5.0010	50,009,850.00
$γ_{5}$	-36.8193	-368,192,700.00
$γ_{6}$	48.5170	485,169,900.00

V-Lab

Basil Read Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Basil Read Holdings Ltd Analyses