JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.0000	4.60
$α$	0.0909	11.15
$β$	0.8390	89.26
$γ$	-0.1033	-3.57
$δ$	2.1272	16.22

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JSE Securities South African Volatility Index APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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