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
$ω$	0.5671	3.32
$α$	0.1663	7.21
$β$	0.6227	14.52
$γ_{1}$	-0.3329	-2.93
$γ_{2}$	0.4373	2.76
$γ_{3}$	-0.2132	-2.56
$γ_{4}$	0.3170	4.89
$γ_{5}$	-0.3970	-5.25
$γ_{6}$	0.2634	3.05
$γ_{7}$	-0.0223	-0.32
$γ_{8}$	-0.1914	-3.51
$γ_{9}$	0.2201	5.22

V-Lab

Octodec Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.00% (+0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Octodec Investments Ltd Analyses