JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.6624	5.00
$α$	0.1212	4.40
$β$	0.7147	12.49
$γ_{1}$	-0.1495	-1.99
$γ_{2}$	0.2837	2.47
$γ_{3}$	-0.2872	-2.75
$γ_{4}$	0.3400	3.13
$γ_{5}$	-0.3729	-3.81
$γ_{6}$	0.3344	3.07

V-Lab

JSE Securities South African Volatility Index Spline-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JSE Securities South African Volatility Index Analyses