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
$ω$	1.4822	7.03
$α$	0.0698	5.01
$β$	0.8808	49.84
$γ_{1}$	0.1823	4.13
$γ_{2}$	-0.3269	-4.22
$γ_{3}$	0.2419	3.28
$γ_{4}$	-0.1416	-2.57
$γ_{5}$	0.1232	2.73
$γ_{6}$	-0.1852	-3.69
$γ_{7}$	0.1819	2.44

V-Lab

Investec Group Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:23.40% (+0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Investec Group Analyses