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
$ω$	0.9749	3.46
$α$	0.2110	6.92
$β$	0.6020	12.64
$γ_{1}$	-0.2317	-2.33
$γ_{2}$	0.4063	2.95
$γ_{3}$	-0.2820	-3.06
$γ_{4}$	0.1766	2.10
$γ_{5}$	0.0378	0.52
$γ_{6}$	-0.2579	-3.31
$γ_{7}$	0.1425	1.98
$γ_{8}$	0.0476	1.05

V-Lab

iOCO Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:39.32% (+1.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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