JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	10.9102	109,102,000.00
$α$	0.3625	3,624,700.00
$β$	0.6219	6,219,380.00
$γ_{1}$	7.7844	77,844,210.00
$γ_{2}$	-15.1147	-151,146,900.00
$γ_{3}$	5.6278	56,277,720.00
$γ_{4}$	4.9494	49,494,410.00
$γ_{5}$	-14.8542	-148,542,000.00
$γ_{6}$	32.0334	320,334,400.00
$γ_{7}$	-13.0403	-130,403,400.00
$γ_{8}$	-17.7379	-177,379,100.00
$γ_{9}$	-16.7518	-167,518,000.00
$γ_{10}$	50.8166	508,165,500.00

V-Lab

Tongaat Hulett Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tongaat Hulett Ltd Analyses