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
$ω$	3.5038	5.73
$α$	0.1166	5.48
$β$	0.8060	28.51
$γ_{1}$	0.1690	4.53
$γ_{2}$	-0.2326	-4.08
$γ_{3}$	0.1399	3.36
$γ_{4}$	-0.1428	-3.81
$γ_{5}$	0.1371	3.26
$γ_{6}$	-0.2126	-3.46

V-Lab

Capitec Bank Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:16.06% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capitec Bank Holdings Ltd Analyses