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
$ω$	2.4834	5.50
$α$	0.1461	6.14
$β$	0.4215	4.88
$γ_{1}$	0.3674	5.04
$γ_{2}$	-0.5157	-4.89
$γ_{3}$	0.1820	2.76
$γ_{4}$	0.0216	0.39
$γ_{5}$	-0.0618	-1.22
$γ_{6}$	-0.1328	-2.52
$γ_{7}$	0.3644	6.30
$γ_{8}$	-0.3344	-6.68

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Illovo Sugar Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Illovo Sugar Ltd Analyses