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
$ω$	0.5263	7.05
$α$	0.1644	5.25
$β$	0.6014	9.47
$γ_{1}$	-0.0997	-0.54
$γ_{2}$	0.3048	1.04
$γ_{3}$	-0.5692	-2.18
$γ_{4}$	0.7736	3.29
$γ_{5}$	-0.6931	-3.81
$γ_{6}$	0.1798	1.03
$γ_{7}$	0.3342	1.57
$γ_{8}$	-0.3058	-1.70

V-Lab

Mpact Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:31.29% (-1.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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