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
$ω$	0.0387	9.58
$α$	0.0313	11.38
$β$	0.9447	238.91
$γ$	0.0280	4.65

V-Lab

Investec Group GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:21.03% (-0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Investec Group Analyses