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
$ω$	0.7049	4.04
$α$	0.0488	4.53
$β$	0.9113	39.39
$γ_{1}$	0.0934	0.29
$γ_{2}$	-0.3687	-0.77
$γ_{3}$	0.3494	1.15
$γ_{4}$	-0.0905	-0.24
$γ_{5}$	0.1452	0.38
$γ_{6}$	-0.0277	-0.09
$γ_{7}$	-0.2897	-1.15
$γ_{8}$	0.0661	0.30
$γ_{9}$	0.5915	2.47
$γ_{10}$	-0.7786	-3.69

V-Lab

Sycom Property Fund Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sycom Property Fund Analyses