JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	2.0432	11.11
$α$	0.1331	17.72
$β$	0.7704	78.95
$γ$	1.7129	9.25

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BSI Steel Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BSI Steel Ltd Analyses