JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	76
$α$	0.0094	3.68
$β$	0.8531	288.81
$γ$	0.1445	39.50
$λ_{1}$	0.1531	1.16
$λ_{2}$	0.5569	1.14
$λ_{3}$	0.3264	0.55

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FTSE/JSE Africa All Share Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other FTSE/JSE Africa All Share Index Analyses