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
$ω$	1.5657	3.62
$α$	0.1177	3.92
$β$	0.7106	8.70
$γ_{1}$	2.1049	4.79
$γ_{2}$	-3.2892	-4.74
$γ_{3}$	1.9064	3.73
$γ_{4}$	-1.0646	-2.33
$γ_{5}$	0.6801	1.43
$γ_{6}$	-1.1358	-2.05

V-Lab

Irongate Group Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Irongate Group Analyses