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
$ω$	0.8913	1.94
$α$	0.1502	11.59
$β$	0.8234	55.65
$γ_{1}$	-0.0073	-0.08
$γ_{2}$	0.1320	1.11
$γ_{3}$	-0.2823	-5.26
$γ_{4}$	0.2278	4.03
$γ_{5}$	-0.0883	-1.29
$γ_{6}$	0.0680	1.28
$γ_{7}$	-0.0795	-1.74
$γ_{8}$	0.0389	0.85
$γ_{9}$	-0.0244	-0.69

V-Lab

ArcelorMittal South Africa Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:73.48% (+0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ArcelorMittal South Africa Ltd Analyses