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
$ω$	0.7066	1.42
$α$	0.1466	11.29
$β$	0.8218	56.03
$γ_{1}$	-0.0365	-0.32
$γ_{2}$	0.1695	1.20
$γ_{3}$	-0.2980	-5.56
$γ_{4}$	0.2455	4.48
$γ_{5}$	-0.1098	-1.66
$γ_{6}$	0.0870	1.66
$γ_{7}$	-0.0933	-1.82
$γ_{8}$	0.0499	0.64
$γ_{9}$	-0.0385	-0.25

V-Lab

ArcelorMittal South Africa Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:68.69% (-2.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ArcelorMittal South Africa Ltd Analyses