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
$ω$	0.6722	2.62
$α$	0.1486	6.12
$β$	0.7212	18.01
$γ_{1}$	-0.1401	-0.26
$γ_{2}$	0.3418	0.45
$γ_{3}$	-0.4821	-0.99
$γ_{4}$	0.3748	0.95
$γ_{5}$	0.2846	0.97
$γ_{6}$	-0.9485	-3.23
$γ_{7}$	1.2961	4.01
$γ_{8}$	-1.5504	-4.75
$γ_{9}$	1.1591	3.70

V-Lab

Nutun Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:36.74% (+5.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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