JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	66
$α$	0.0218	6.55
$β$	0.8171	96.38
$γ$	0.0669	13.04
$λ_{1}$	0.6141	0.99
$λ_{2}$	0.8371	1.20
$λ_{3}$	0.0000	0.00

V-Lab

Investec Group MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:22.42% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Investec Group Analyses