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
$ω$	0.2311	3.26
$α$	0.1563	5.22
$β$	0.4852	6.75
$γ_{1}$	-0.1277	-0.52
$γ_{2}$	0.1171	0.30
$γ_{3}$	-0.0563	-0.22
$γ_{4}$	0.1137	0.64
$γ_{5}$	-0.0650	-0.34
$γ_{6}$	0.0496	0.30
$γ_{7}$	-0.1059	-0.93
$γ_{8}$	0.1048	1.09
$γ_{9}$	0.1372	1.21
$γ_{10}$	-0.3248	-3.39

V-Lab

ELB Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ELB Group Ltd Analyses