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
$ω$	1.4585	3.97
$α$	0.0729	7.50
$β$	0.8849	56.51
$γ_{1}$	0.1759	1.49
$γ_{2}$	-0.2721	-1.71
$γ_{3}$	0.2091	2.05
$γ_{4}$	-0.3333	-3.01
$γ_{5}$	0.5232	4.99
$γ_{6}$	-0.5050	-5.84
$γ_{7}$	0.3301	3.60
$γ_{8}$	-0.2334	-2.16
$γ_{9}$	0.1111	1.02
$γ_{10}$	0.0236	0.27

V-Lab

Discovery Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.72% (-0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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