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
$ω$	1.5541	3.55
$α$	0.1123	3.90
$β$	0.7314	9.73
$γ_{1}$	2.0756	4.68
$γ_{2}$	-3.2373	-4.62
$γ_{3}$	1.8465	3.57
$γ_{4}$	-0.9396	-2.04
$γ_{5}$	0.3580	0.81
$γ_{6}$	-0.1853	-0.63

V-Lab

Irongate Group Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Irongate Group Analyses