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
$ω$	1.4517	0.02
$α$	0.3296	0.02
$β$	0.6703	0.04
$γ_{1}$	-22.9719	-0.03
$γ_{2}$	21.9135	0.02
$γ_{3}$	6.2441	0.02
$γ_{4}$	-7.9342	-0.04
$γ_{5}$	1.4921	0.01
$γ_{6}$	6.6263	0.11

V-Lab

Efficient Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Efficient Group Ltd Analyses