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
$ω$	0.4558	6.46
$α$	0.2726	4.54
$β$	0.0701	1.10
$γ_{1}$	-0.1790	-5.30
$γ_{2}$	0.1891	3.99
$γ_{3}$	0.1063	3.13
$γ_{4}$	-0.2785	-7.39
$γ_{5}$	0.5025	9.25

V-Lab

Sycom Property Fund Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sycom Property Fund Analyses