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
$ω$	0.7087	1.39
$α$	0.3469	2.79
$β$	0.3076	3.25
$γ_{1}$	3.6327	0.92
$γ_{2}$	-7.7209	-1.63
$γ_{3}$	8.3440	3.64
$γ_{4}$	-8.3255	-3.95
$γ_{5}$	9.7541	5.64
$γ_{6}$	-10.6657	-4.29
$γ_{7}$	6.3450	2.39

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Niveus Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Niveus Investments Ltd Analyses