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
$ω$	2.5002	3.20
$α$	0.0654	5.28
$β$	0.8555	24.32
$γ_{1}$	0.2032	2.80
$γ_{2}$	-0.2966	-3.08
$γ_{3}$	0.1715	3.75
$γ_{4}$	-0.1220	-3.24
$γ_{5}$	0.0609	1.57
$γ_{6}$	-0.0472	-1.00

V-Lab

Momentum Group Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.49% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Momentum Group Limited Analyses