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
$ω$	0.2430	4.29
$α$	0.1622	5.37
$β$	0.4771	6.57
$γ_{1}$	-0.0679	-1.59
$γ_{2}$	0.0664	1.14
$γ_{3}$	0.0049	0.15
$γ_{4}$	-0.0207	-0.66
$γ_{5}$	0.1406	3.45

V-Lab

ELB Group Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ELB Group Ltd Analyses