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
$ω$	1.8791	5.40
$α$	0.1149	6.65
$β$	0.6220	12.31
$γ_{1}$	0.0651	1.60
$γ_{2}$	-0.1320	-2.31
$γ_{3}$	0.1521	4.84
$γ_{4}$	-0.1464	-6.01
$γ_{5}$	0.1242	4.82
$γ_{6}$	-0.0962	-2.70
$γ_{7}$	0.0036	0.08
$γ_{8}$	0.0929	1.37

V-Lab

Mr Price Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:30.53% (-0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mr Price Group Ltd Analyses