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
$ω$	1.3758	2.29
$α$	0.2455	3.08
$β$	0.4675	4.01
$γ_{1}$	-0.5943	-0.12
$γ_{2}$	-0.7854	-0.11
$γ_{3}$	7.4176	2.17
$γ_{4}$	-11.9202	-3.77
$γ_{5}$	6.7977	1.87
$γ_{6}$	-0.2130	-0.05
$γ_{7}$	-4.2987	-0.68
$γ_{8}$	11.7848	1.55
$γ_{9}$	-29.1659	-4.49

V-Lab

Distell Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Distell Group Ltd Analyses