JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4580	3.35
$α$	0.1035	7.96
$β$	0.8299	38.83
$γ_{1}$	0.0286	2.57
$γ_{2}$	-0.0446	-3.15
$γ_{3}$	0.0254	4.88
$γ_{4}$	-0.0120	-4.15

V-Lab

Investec Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:22.80% (+0.02%)

Date Range:

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