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
$ω$	1.2746	4.64
$α$	0.0989	5.80
$β$	0.6969	13.78
$γ_{1}$	0.0065	0.07
$γ_{2}$	0.0086	0.06
$γ_{3}$	-0.0984	-1.36
$γ_{4}$	0.1272	2.58
$γ_{5}$	0.0469	1.07
$γ_{6}$	-0.2513	-5.50
$γ_{7}$	0.3366	7.48
$γ_{8}$	-0.2597	-8.08

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Pick n Pay Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pick n Pay Holdings Ltd Analyses