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
$ω$	0.0877	26.65
$α$	0.0731	26.92
$β$	0.9015	274.18
$γ$	0.4270	7.63

V-Lab

Investec Group AGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:21.41% (-0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Investec Group Analyses