JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0312	29.51
$α$	0.0858	37.96
$β$	0.8975	330.44
$γ$	0.3664	19.88
$δ$	1.5574	33.90

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Dow Jones South Africa Index APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones South Africa Index Analyses