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
$m$	126
$α$	0.1507	31.81
$β$	0.7692	183.10
$γ$	0.0336	5.26
$λ_{1}$	0.9603	0.83
$λ_{2}$	1.0000	0.82
$λ_{3}$	0.0000	0.00

V-Lab

ArcelorMittal South Africa Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:70.67% (-3.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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