JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	26
$α$	0.1480	15.43
$β$	0.7450	44.58
$γ$	-0.0546	-4.06
$λ_{1}$	0.0469	1.71
$λ_{2}$	0.0085	2.19
$λ_{3}$	0.9883	192.64

V-Lab

JSE Securities South African Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other JSE Securities South African Volatility Index Analyses