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
$ω$	3.5762	5.48
$α$	0.1303	5.79
$β$	0.7738	25.04
$γ_{1}$	0.1764	2.09
$γ_{2}$	-0.0770	-0.61
$γ_{3}$	-0.2754	-2.91
$γ_{4}$	0.3930	4.08
$γ_{5}$	-0.3327	-3.63
$γ_{6}$	0.1080	1.26
$γ_{7}$	0.0943	1.10
$γ_{8}$	-0.1941	-2.45
$γ_{9}$	0.1602	2.98

V-Lab

Capitec Bank Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:19.68% (-1.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capitec Bank Holdings Ltd Analyses