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
$ω$	0.5215	7.10
$α$	0.1637	5.20
$β$	0.5940	9.16
$γ_{1}$	-0.1109	-0.61
$γ_{2}$	0.3243	1.12
$γ_{3}$	-0.5868	-2.27
$γ_{4}$	0.7985	3.42
$γ_{5}$	-0.7384	-4.06
$γ_{6}$	0.2689	1.49
$γ_{7}$	0.1384	0.57
$γ_{8}$	0.2193	0.66

V-Lab

Mpact Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:42.99% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mpact Ltd Analyses