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
$ω$	0.9615	6.64
$α$	0.0509	2.60
$β$	0.9297	38.07
$γ_{1}$	-0.0296	-1.33

V-Lab

Old Mutual Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.65% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Old Mutual Ltd Analyses