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
$ω$	1.2258	7.51
$α$	0.1061	8.47
$β$	0.8170	41.29
$γ_{1}$	0.0811	3.80
$γ_{2}$	-0.1479	-4.49
$γ_{3}$	0.1113	5.15
$γ_{4}$	-0.0691	-3.51
$γ_{5}$	0.0537	2.45
$γ_{6}$	-0.0519	-2.40
$γ_{7}$	-0.0042	-0.14

V-Lab

Absa Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:19.07% (+0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Absa Group Ltd Analyses