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
$ω$	1.2777	6.45
$α$	0.1473	4.38
$β$	0.3824	3.80
$γ_{1}$	-0.3652	-2.44
$γ_{2}$	0.4043	1.79
$γ_{3}$	0.1011	0.69
$γ_{4}$	-0.2456	-2.05
$γ_{5}$	0.0588	0.43
$γ_{6}$	0.2753	1.33
$γ_{7}$	-0.4474	-1.44

V-Lab

Capital Property Fund Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capital Property Fund Analyses