JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0125	17.95
$α$	0.0692	23.65
$β$	0.9987	2,593.92
$γ$	-0.0033	-0.53

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Capital Property Fund EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capital Property Fund Analyses