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
$ω$	0.7137	4.22
$α$	0.1389	4.57
$β$	0.5390	5.67
$γ_{1}$	0.1979	0.82
$γ_{2}$	-0.5038	-1.49
$γ_{3}$	0.5144	2.51
$γ_{4}$	-0.5072	-3.03
$γ_{5}$	0.5541	3.09
$γ_{6}$	0.1371	0.80
$γ_{7}$	-1.4591	-9.25
$γ_{8}$	1.6968	13.55

V-Lab

Etion Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Etion Ltd Analyses