JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	5.5070	14.83
$α$	0.3690	10.88
$β$	0.4804	20.86
$γ$	0.8120	4.24

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Ingenuity Property Investments Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ingenuity Property Investments Ltd Analyses