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
$ω$	1.9305	2.97
$α$	0.2070	4.93
$β$	0.4369	4.95
$γ_{1}$	0.5634	3.16
$γ_{2}$	-1.1322	-4.44
$γ_{3}$	1.1655	5.11
$γ_{4}$	-1.1101	-3.04
$γ_{5}$	0.8178	2.05
$γ_{6}$	-0.3513	-1.33
$γ_{7}$	0.1075	0.68
$γ_{8}$	-0.1468	-0.94
$γ_{9}$	0.1046	0.81

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Value Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Value Group Ltd Analyses