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
$ω$	0.0666	13.21
$α$	0.0497	15.04
$β$	0.9236	329.85
$γ$	0.0337	5.26

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Peregrine Holdings Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Peregrine Holdings Ltd Analyses