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
$ω$	1.2081	7.32
$α$	0.1061	8.48
$β$	0.8187	42.45
$γ_{1}$	0.0768	3.56
$γ_{2}$	-0.1412	-4.25
$γ_{3}$	0.1076	4.92
$γ_{4}$	-0.0685	-3.44
$γ_{5}$	0.0590	2.69
$γ_{6}$	-0.0706	-3.67
$γ_{7}$	0.0523	4.36

V-Lab

Absa Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:22.26% (+0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Absa Group Ltd Analyses