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
$ω$	2.0069	2.94
$α$	0.2291	3.90
$β$	0.4194	4.76
$γ_{1}$	0.5903	3.27
$γ_{2}$	-1.1748	-4.56
$γ_{3}$	1.1932	5.22
$γ_{4}$	-1.1291	-3.10
$γ_{5}$	0.8255	2.07
$γ_{6}$	-0.3437	-1.29
$γ_{7}$	0.0734	0.45
$γ_{8}$	-0.0527	-0.31
$γ_{9}$	-0.1950	-0.67

V-Lab

Value Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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