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
$ω$	1.2588	4.58
$α$	0.0994	5.79
$β$	0.6943	13.55
$γ_{1}$	-0.0003	-0.00
$γ_{2}$	0.0197	0.15
$γ_{3}$	-0.1060	-1.47
$γ_{4}$	0.1331	2.70
$γ_{5}$	0.0420	0.96
$γ_{6}$	-0.2435	-5.26
$γ_{7}$	0.3177	6.56
$γ_{8}$	-0.2074	-2.77

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Pick n Pay Holdings Ltd 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