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
$ω$	0.9211	1.75
$α$	0.3177	3.18
$β$	0.3791	3.86
$γ_{1}$	10.7519	1.74
$γ_{2}$	-16.8478	-1.70
$γ_{3}$	6.6638	0.85
$γ_{4}$	4.0320	0.70
$γ_{5}$	-11.7888	-2.64
$γ_{6}$	15.7320	2.57
$γ_{7}$	-12.8785	-1.51
$γ_{8}$	3.4336	0.41
$γ_{9}$	2.4144	0.29

V-Lab

Niveus Investments Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Niveus Investments Ltd Analyses