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
$ω$	5.5014	7.56
$α$	0.2067	8.37
$β$	0.5251	10.71
$γ_{1}$	0.5049	8.54
$γ_{2}$	-0.6696	-6.75
$γ_{3}$	0.2606	2.80
$γ_{4}$	-0.1016	-1.06
$γ_{5}$	-0.0774	-0.63
$γ_{6}$	0.2249	1.70
$γ_{7}$	-0.1498	-1.52
$γ_{8}$	-0.0671	-0.86
$γ_{9}$	0.0201	0.31
$γ_{10}$	0.1673	1.99

V-Lab

Invicta Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:22.39% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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