JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	5.0000	14.82
$α$	0.2966	4.93
$β$	0.5222	21.80
$γ$	0.1032	1.41

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Ingenuity Property Investments Ltd GJR-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ingenuity Property Investments Ltd Analyses