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
$ω$	1.4609	6.90
$α$	0.0698	4.99
$β$	0.8812	49.99
$γ_{1}$	0.1765	3.95
$γ_{2}$	-0.3179	-4.05
$γ_{3}$	0.2356	3.16
$γ_{4}$	-0.1343	-2.42
$γ_{5}$	0.1116	2.51
$γ_{6}$	-0.1628	-3.64
$γ_{7}$	0.1297	3.77

V-Lab

Investec Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:22.09% (+0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Investec Group Analyses