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
$m$	26
$α$	0.7482	7,482,450.00
$β$	0.0018	17,550.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	1.0987	74.39
$λ_{2}$	0.0727	62.99
$λ_{3}$	0.0022	0.14

V-Lab

FTSE/JSE Africa All Share Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:9.39% (-27.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FTSE/JSE Africa All Share Index Analyses