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
$m$	36
$α$	0.1685	21.59
$β$	0.5709	34.88
$γ$	0.0135	1.31
$λ_{1}$	0.0975	1.29
$λ_{2}$	0.0166	1.52
$λ_{3}$	0.9663	45.44

V-Lab

Trencor Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trencor Ltd Analyses