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
$ω$	1.6101	2.67
$α$	0.1821	5.20
$β$	0.5636	7.34
$γ_{1}$	0.5109	0.92
$γ_{2}$	-0.8015	-0.96
$γ_{3}$	0.5747	1.04
$γ_{4}$	-0.3292	-0.91
$γ_{5}$	-0.2726	-0.70
$γ_{6}$	1.0199	2.35
$γ_{7}$	-1.5223	-4.18
$γ_{8}$	1.3765	4.56
$γ_{9}$	-0.7456	-2.09
$γ_{10}$	0.3814	0.65

V-Lab

Crookes Brothers Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:71.44% (-1.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Crookes Brothers Ltd Analyses