JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1451	16.41
$α$	0.0389	8.98
$β$	0.8857	237.76
$γ$	0.0767	7.95

V-Lab

Investec Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:21.46% (+0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Investec Ltd Analyses