JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0502	6.35
$α$	0.0208	5.54
$β$	0.9633	603.20
$γ$	0.0318	5.11

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Unicorn Capital Partners Ltd GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Unicorn Capital Partners Ltd Analyses