JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	26
$α$	0.7791	7,791,360.00
$β$	0.0005	4,830.00
$γ$	0.4408	4,407,630.00
$λ_{1}$	1.0217	46.05
$λ_{2}$	0.0947	53.37
$λ_{3}$	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