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
$ω$	10.7763	2.83
$α$	0.4138	5.81
$β$	0.5862	8.23
$γ_{1}$	-1.2362	-2.60
$γ_{2}$	1.5687	2.38
$γ_{3}$	-0.1442	-0.38
$γ_{4}$	-0.3040	-0.62
$γ_{5}$	0.0074	0.01
$γ_{6}$	-13.0816	-0.44
$γ_{7}$	38.2742	0.43
$γ_{8}$	-53.6353	-0.56
$γ_{9}$	45.2245	0.86

V-Lab

Ellies Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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