JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0060	0.21
$α$	0.0708	29.25
$β$	0.9311	442.55
$γ$	1.3391	7.38

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Unicorn Capital Partners Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Unicorn Capital Partners Ltd Analyses