JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.9446	9.32
$α$	0.0892	9.49
$β$	0.8901	80.21
$γ_{1}$	0.0004	0.82

V-Lab

Dow Jones South Africa Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones South Africa Index Analyses