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
$ω$	0.8096	2.70
$α$	0.1059	7.84
$β$	0.8086	32.86
$γ_{1}$	0.0324	0.47
$γ_{2}$	-0.0316	-0.35
$γ_{3}$	-0.0831	-1.66
$γ_{4}$	0.1910	3.56
$γ_{5}$	-0.1990	-4.03
$γ_{6}$	0.1406	3.88
$γ_{7}$	-0.0500	-1.81
$γ_{8}$	-0.0247	-0.90
$γ_{9}$	0.0386	1.70

V-Lab

AVI Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:19.08% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AVI Ltd Analyses