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
$ω$	0.9176	6.52
$α$	0.0727	4.74
$β$	0.8539	28.97
$γ_{1}$	-0.4893	-3.13
$γ_{2}$	0.7422	3.13
$γ_{3}$	-0.2216	-1.45
$γ_{4}$	-0.1743	-1.19
$γ_{5}$	0.3522	2.17
$γ_{6}$	-0.4721	-3.00
$γ_{7}$	0.3969	2.61
$γ_{8}$	-0.1401	-1.25

V-Lab

Nedbank Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.89% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nedbank Group Ltd Analyses