JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	31
$α$	0.0815	22.19
$β$	0.7245	74.62
$γ$	0.0851	14.12
$λ_{1}$	0.0283	3.29
$λ_{2}$	0.0224	4.77
$λ_{3}$	0.9705	152.60

V-Lab

Absa Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:20.59% (+0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Absa Group Ltd Analyses