JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.7159	13.17
$α$	0.1040	20.24
$β$	0.8291	129.50
$γ$	-1.4891	-10.25

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JSE Securities South African Volatility Index AGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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