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
$ω$	0.9626	7.08
$α$	0.1063	8.54
$β$	0.7985	36.61
$γ_{1}$	-0.0202	-0.52
$γ_{2}$	0.0812	1.30
$γ_{3}$	-0.1334	-3.37
$γ_{4}$	0.1285	4.44
$γ_{5}$	-0.1140	-4.11
$γ_{6}$	0.1076	3.82
$γ_{7}$	-0.0548	-1.62
$γ_{8}$	-0.0250	-0.72
$γ_{9}$	0.0484	2.15

V-Lab

Nedbank Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.36% (-0.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nedbank Group Ltd Analyses