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
$ω$	1.5873	3.16
$α$	0.1204	7.13
$β$	0.8769	52.82
$γ_{1}$	-0.2380	-1.14
$γ_{2}$	0.3481	1.31
$γ_{3}$	-0.2197	-1.43
$γ_{4}$	0.1911	1.19
$γ_{5}$	-0.2083	-1.24
$γ_{6}$	-0.7682	-0.95
$γ_{7}$	3.0947	1.32
$γ_{8}$	-3.3900	-1.42

V-Lab

PSG Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PSG Group Ltd Analyses