JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0145	4.50
$α$	0.0834	8.13
$β$	0.9956	989.63
$γ$	-0.0416	-5.78

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Investec Group EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:21.91% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Investec Group Analyses