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
$ω$	0.6670	2.61
$α$	0.1454	6.01
$β$	0.7228	17.23
$γ_{1}$	-0.1503	-0.28
$γ_{2}$	0.3599	0.47
$γ_{3}$	-0.4940	-1.02
$γ_{4}$	0.3749	0.96
$γ_{5}$	0.3060	1.06
$γ_{6}$	-1.0097	-3.59
$γ_{7}$	1.4309	4.56
$γ_{8}$	-1.8417	-4.58
$γ_{9}$	1.9381	2.93

V-Lab

Nutun Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:46.72% (+3.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nutun Ltd Analyses