JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.8179	4.09
$α$	0.0524	2.27
$β$	0.7395	6.33
$γ_{1}$	1.0566	3.75
$γ_{2}$	-1.5490	-4.18
$γ_{3}$	0.8183	3.77
$γ_{4}$	-0.4343	-2.52

V-Lab

Ninety One Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.68% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ninety One Group Analyses