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
$ω$	0.5993	5,993,120.00
$α$	0.3173	3,172,700.00
$β$	0.6245	6,245,100.00
$γ_{1}$	0.2140	2,140,230.00
$γ_{2}$	-7.4619	-74,619,100.00
$γ_{3}$	16.9440	169,439,900.00
$γ_{4}$	-5.4278	-54,277,970.00
$γ_{5}$	-40.5344	-405,344,400.00

V-Lab

Tongaat Hulett Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tongaat Hulett Ltd Analyses