JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	2.3964	4.89
$α$	0.1718	5.44
$β$	0.6868	11.69
$γ_{1}$	0.1140	3.94
$γ_{2}$	-0.1021	-2.17
$γ_{3}$	-0.0646	-1.61
$γ_{4}$	0.1430	4.21
$γ_{5}$	-0.1985	-7.13
$γ_{6}$	0.1586	8.54

V-Lab

Caxton and CTP Publishers and Printers Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:23.83% (-1.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caxton and CTP Publishers and Printers Ltd Analyses