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
$ω$	1.8959	3.47
$α$	0.0529	2.36
$β$	0.7910	8.33
$γ_{1}$	1.2363	3.74
$γ_{2}$	-1.8182	-4.22
$γ_{3}$	0.9292	3.97
$γ_{4}$	-0.4542	-2.59

V-Lab

Ninety One Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.70% (-0.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ninety One Group Analyses