JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0306	24.14
$α$	0.0374	14.98
$β$	0.8928	364.26
$γ$	0.0938	15.36

V-Lab

Dow Jones South Africa Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones South Africa Index Analyses