JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.3843	9.36***
α ARCH Response to squared shocks	0.0657	20.41***
β GARCH Volatility persistence	0.9701	315.78***
ν DF Student-t tail thickness	5.3960	5.51***

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Woolworths Holdings Ltd/South Africa GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Woolworths Holdings Ltd/South Africa Analyses