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
$ω$	0.1421	21.96
$α$	0.0515	18.94
$β$	0.8844	292.37
$γ$	0.0637	9.45

V-Lab

Absa Group Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:22.77% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Absa Group Ltd Analyses