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
$ω$	2.1934	4.36
$α$	0.0914	5.00
$β$	0.8704	46.35
$γ_{1}$	0.0158	1.18
$γ_{2}$	0.0022	0.11
$γ_{3}$	-0.0470	-2.51

V-Lab

Investec Group Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:18.54% (-0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Investec Group Analyses