JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	26
$α$	0.7610	7,609,700.00
$β$	0.0004	3,970.00
$γ$	0.4773	4,772,670.00
$λ_{1}$	1.0116	45.00
$λ_{2}$	0.1048	54.82
$λ_{3}$	0.0000	0.00

V-Lab

Dow Jones South Africa Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones South Africa Index Analyses