JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0311	24.20
$α$	0.0381	15.12
$β$	0.8916	361.70
$γ$	0.0943	15.29

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