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
$ω$	1.4914	3.21
$α$	0.1043	7.67
$β$	0.8174	33.05
$γ_{1}$	0.0410	2.28
$γ_{2}$	-0.0524	-2.23
$γ_{3}$	0.0029	0.29
$γ_{4}$	0.0292	3.41
$γ_{5}$	-0.0552	-4.17

V-Lab

Investec Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:18.51% (-0.02%)

Date Range:

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News Impact Curve

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