JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0442	18.24
$α$	0.1588	36.50
$β$	0.9817	787.21
$γ$	-0.0196	-4.51

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Peregrine Holdings Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Peregrine Holdings Ltd Analyses