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
$ω$	1.0605	17.44
$α$	0.2109	17.95
$β$	0.6245	51.56
$γ$	-0.0084	-0.45

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Trencor Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trencor Ltd Analyses