JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3622	4.01
$α$	0.1361	7.05
$β$	0.7635	26.22
$γ_{1}$	-0.0509	-1.21
$γ_{2}$	0.0958	1.65
$γ_{3}$	-0.0946	-2.60
$γ_{4}$	0.1248	3.46
$γ_{5}$	-0.1733	-4.01

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Peregrine Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Peregrine Holdings Ltd Analyses