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
$ω$	1.4888	2.83
$α$	0.1106	7.42
$β$	0.8401	41.15
$γ_{1}$	-0.0602	-0.49
$γ_{2}$	0.1880	1.04
$γ_{3}$	-0.2816	-1.87
$γ_{4}$	0.3037	2.13
$γ_{5}$	-0.3165	-2.39
$γ_{6}$	0.3145	2.61
$γ_{7}$	-0.1736	-1.61
$γ_{8}$	-0.1473	-0.80
$γ_{9}$	0.9592	1.71

V-Lab

PSG Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PSG Group Ltd Analyses