JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.3308	7.90
$α$	0.2205	13.82
$β$	0.8788	53.31
$γ$	0.0501	3.01

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JSE Securities South African Volatility Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other JSE Securities South African Volatility Index Analyses