JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0952	5.41
$α$	0.0301	3.35
$β$	0.9237	77.92
$γ$	0.0096	0.76

V-Lab

Ninety One Group GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:28.87% (-0.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ninety One Group Analyses