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
$m$	21
$α$	0.1165	21.93
$β$	0.6866	51.85
$γ$	0.0361	4.88
$λ_{1}$	0.0162	2.28
$λ_{2}$	0.0247	4.65
$λ_{3}$	0.9721	159.42

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Peregrine Holdings Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Peregrine Holdings Ltd Analyses