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
$ω$	0.7861	3.80
$α$	0.1750	3.86
$β$	0.5064	5.12
$γ_{1}$	3.0155	1.88
$γ_{2}$	-5.8115	-2.42
$γ_{3}$	5.1062	2.27
$γ_{4}$	-4.3064	-2.08
$γ_{5}$	2.6424	1.41
$γ_{6}$	-1.9267	-1.28
$γ_{7}$	3.5150	2.06
$γ_{8}$	-4.1831	-1.29

V-Lab

Sabvest Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sabvest Ltd Analyses