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
$m$	91
$α$	0.0657	11.06
$β$	0.8417	154.46
$γ$	0.0700	7.74
$λ_{1}$	0.0217	4.21
$λ_{2}$	0.0194	5.63
$λ_{3}$	0.9757	218.61

V-Lab

Investec Group MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:20.44% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Investec Group Analyses