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
$ω$	1.5924	2.64
$α$	0.1844	5.16
$β$	0.5588	7.23
$γ_{1}$	0.4765	0.86
$γ_{2}$	-0.7453	-0.90
$γ_{3}$	0.5386	0.97
$γ_{4}$	-0.3145	-0.87
$γ_{5}$	-0.2578	-0.67
$γ_{6}$	0.9817	2.28
$γ_{7}$	-1.4774	-4.06
$γ_{8}$	1.3263	4.43
$γ_{9}$	-0.6425	-2.09
$γ_{10}$	0.0675	0.27

V-Lab

Crookes Brothers Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:66.23% (+4.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Crookes Brothers Ltd Analyses