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
$ω$	0.8134	2.75
$α$	0.1039	7.76
$β$	0.8107	33.13
$γ_{1}$	0.0359	0.53
$γ_{2}$	-0.0352	-0.39
$γ_{3}$	-0.0863	-1.75
$γ_{4}$	0.1995	3.74
$γ_{5}$	-0.2098	-4.26
$γ_{6}$	0.1512	4.18
$γ_{7}$	-0.0600	-2.09
$γ_{8}$	-0.0124	-0.36
$γ_{9}$	0.0134	0.25

V-Lab

AVI Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:18.31% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AVI Ltd Analyses