JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2311	3.87
$α$	0.1592	7.28
$β$	0.7446	23.44
$γ_{1}$	0.3620	3.44
$γ_{2}$	-0.5107	-3.58
$γ_{3}$	0.2942	3.56
$γ_{4}$	-0.3170	-4.03
$γ_{5}$	0.2866	3.72
$γ_{6}$	-0.1397	-1.73
$γ_{7}$	0.2055	2.27
$γ_{8}$	-0.4891	-5.22
$γ_{9}$	0.8369	5.09

V-Lab

Steinhoff International Holdings NV Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Steinhoff International Holdings NV Analyses