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
$ω$	0.9925	1.10
$α$	0.2735	3.64
$β$	0.6005	6.92
$γ_{1}$	6.8513	0.62
$γ_{2}$	-12.5982	-0.82
$γ_{3}$	8.9407	1.17
$γ_{4}$	-1.5067	-0.30
$γ_{5}$	-4.1330	-0.91
$γ_{6}$	5.0415	0.95
$γ_{7}$	-4.4151	-1.04

V-Lab

Grit Real Estate Income Group Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Grit Real Estate Income Group Analyses