JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	5.3240	1.24
$α$	0.6663	97.22
$β$	0.3295	331.50
$γ_{1}$	-0.0025	-0.04
$γ_{2}$	0.0897	0.93
$γ_{3}$	-0.2546	-4.70
$γ_{4}$	0.2691	5.30
$γ_{5}$	-0.0975	-1.96
$γ_{6}$	-0.0500	-0.78
$γ_{7}$	0.0501	0.45
$γ_{8}$	0.2989	1.24
$γ_{9}$	-4.9951	-14.52
$γ_{10}$	9.0716	37.54

V-Lab

Murray & Roberts Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Murray & Roberts Holdings Ltd Analyses