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
$ω$	0.0215	9.99
$α$	0.1060	18.69
$β$	0.9880	875.87
$γ$	-0.0377	-8.45

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Investec Group EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:22.63% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Investec Group Analyses