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
$ω$	2.9193	29,192,710.00
$α$	0.2192	2,191,520.00
$β$	0.6962	6,962,380.00
$γ_{1}$	34.4704	344,704,000.00
$γ_{2}$	-46.3122	-463,121,700.00
$γ_{3}$	28.8268	288,268,000.00
$γ_{4}$	-72.8770	-728,770,300.00
$γ_{5}$	111.6442	1,116,442,000.00
$γ_{6}$	-115.1463	-1,151,463,000.00
$γ_{7}$	120.7843	1,207,843,000.00
$γ_{8}$	-25.9375	-259,374,700.00
$γ_{9}$	-248.8662	-2,488,662,000.00
$γ_{10}$	372.2884	3,722,884,000.00

V-Lab

Conduit Capital Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Conduit Capital Ltd Analyses