JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

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	param	t-stat
$m$	111
$α$	0.7499	7,498,650.00
$β$	0.0001	1,350.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	3.8545	38,545,050.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9998	9,998,240.00

V-Lab

FTSE/JSE Africa All Share Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:7.52% (+4.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FTSE/JSE Africa All Share Index Analyses