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
$ω$	1.1149	6.04
$α$	0.1701	6.28
$β$	0.3932	5.54
$γ_{1}$	0.0880	1.94
$γ_{2}$	-0.0613	-0.96
$γ_{3}$	-0.1333	-3.22
$γ_{4}$	0.2292	5.33
$γ_{5}$	-0.1463	-2.92
$γ_{6}$	0.0046	0.09
$γ_{7}$	0.0103	0.26

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Massmart Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Massmart Holdings Ltd Analyses