JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0008	8,410.00
$γ$	-0.0017	-16,620.00
$λ_{1}$	0.9794	42.07
$λ_{2}$	0.1256	45.53
$λ_{3}$	0.0009	0.04

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