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
$ω$	0.7504	4.22
$α$	0.1070	3.78
$β$	0.7513	11.84
$γ_{1}$	-0.0630	-0.08
$γ_{2}$	0.1474	0.12
$γ_{3}$	-0.1383	-0.16
$γ_{4}$	0.4959	0.74
$γ_{5}$	-0.7803	-1.23
$γ_{6}$	0.5695	0.76
$γ_{7}$	0.6028	0.63
$γ_{8}$	-2.5750	-1.48
$γ_{9}$	1.6567	0.69

V-Lab

eXtract Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other eXtract Group Ltd Analyses