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
$ω$	1.5803	11.34
$α$	0.1130	7.53
$β$	0.8273	42.03
$γ_{1}$	0.0026	6.61

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Peregrine Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Peregrine Holdings Ltd Analyses