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
$ω$	0.0622	6.53
$α$	0.0181	4.31
$β$	0.9364	199.23
$γ$	0.0611	5.82

V-Lab

Old Mutual Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:22.14% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Old Mutual Ltd Analyses