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
$ω$	1.4681	5.30
$α$	0.0595	5.65
$β$	0.8935	40.97
$γ_{1}$	0.1433	3.25
$γ_{2}$	-0.2553	-4.00
$γ_{3}$	0.2113	5.05
$γ_{4}$	-0.1430	-3.83
$γ_{5}$	0.0353	0.93
$γ_{6}$	0.0007	0.01

V-Lab

Exxaro Resources Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:28.28% (-0.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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