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
$ω$	0.7825	3.00
$α$	0.3160	2.55
$β$	0.3704	2.89
$γ_{1}$	4.8260	2.01
$γ_{2}$	-8.8641	-2.21
$γ_{3}$	6.7969	2.20
$γ_{4}$	-5.7036	-2.48
$γ_{5}$	5.1739	2.28
$γ_{6}$	-3.7839	-1.32
$γ_{7}$	4.8544	1.37
$γ_{8}$	-9.8431	-2.36

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Ingenuity Property Investments Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ingenuity Property Investments Ltd Analyses