JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.8926	9.65
$α$	0.0896	9.53
$β$	0.8896	80.25
$γ_{1}$	-0.0002	-1.75

V-Lab

Dow Jones South Africa Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones South Africa Index Analyses