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
$ω$	0.8097	5.38
$α$	0.0519	2.59
$β$	0.9220	31.84
$γ_{1}$	-0.1009	-2.18
$γ_{2}$	0.1367	2.32

V-Lab

Old Mutual Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.13% (-0.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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