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
$ω$	0.9703	3.48
$α$	0.2129	6.92
$β$	0.5929	12.24
$γ_{1}$	-0.2371	-2.42
$γ_{2}$	0.4154	3.06
$γ_{3}$	-0.2879	-3.16
$γ_{4}$	0.1784	2.14
$γ_{5}$	0.0418	0.58
$γ_{6}$	-0.2735	-3.49
$γ_{7}$	0.1846	2.35
$γ_{8}$	-0.0698	-0.81

V-Lab

iOCO Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:25.30% (+0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iOCO Ltd Analyses