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
$ω$	0.7050	4.59
$α$	0.1921	5.76
$β$	0.1345	1.38
$γ_{1}$	0.1265	0.59
$γ_{2}$	-0.3926	-1.32
$γ_{3}$	0.4554	2.56
$γ_{4}$	-0.4876	-3.27
$γ_{5}$	0.5894	3.66
$γ_{6}$	0.0107	0.06
$γ_{7}$	-1.1786	-6.18
$γ_{8}$	0.9329	3.15

V-Lab

Etion Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Etion Ltd Analyses