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
$ω$	0.9479	7.07
$α$	0.1067	8.54
$β$	0.7975	36.52
$γ_{1}$	-0.0303	-0.80
$γ_{2}$	0.1001	1.63
$γ_{3}$	-0.1512	-3.86
$γ_{4}$	0.1463	5.05
$γ_{5}$	-0.1303	-4.68
$γ_{6}$	0.1211	4.27
$γ_{7}$	-0.0659	-1.91
$γ_{8}$	-0.0132	-0.35
$γ_{9}$	0.0264	0.57

V-Lab

Nedbank Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.49% (-0.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nedbank Group Ltd Analyses