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
$ω$	0.0467	15.09
$α$	0.1834	58.13
$β$	0.9906	868.18
$γ$	-0.0336	-3.92

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Tongaat Hulett Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tongaat Hulett Ltd Analyses