JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3587	6.88
$α$	0.0677	3.87
$β$	0.8149	14.62
$γ_{1}$	-0.2318	-3.43
$γ_{2}$	0.3886	3.84
$γ_{3}$	-0.2672	-3.50
$γ_{4}$	0.1999	2.42
$γ_{5}$	-0.1062	-1.70

V-Lab

Capital Property Fund Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capital Property Fund Analyses