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
$m$	21
$α$	0.1098	23.05
$β$	0.6425	43.44
$γ$	0.0342	5.72
$λ_{1}$	0.0540	1.82
$λ_{2}$	0.0350	3.56
$λ_{3}$	0.9495	58.59

V-Lab

Nedbank Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.17% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nedbank Group Ltd Analyses