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
$ω$	1.0343	7.58
$α$	0.1484	7.34
$β$	0.7167	20.86
$γ_{1}$	-0.0057	-0.16
$γ_{2}$	0.0377	0.67
$γ_{3}$	-0.1014	-2.83
$γ_{4}$	0.1416	5.13
$γ_{5}$	-0.1372	-4.98
$γ_{6}$	0.1317	4.67
$γ_{7}$	-0.0969	-2.66
$γ_{8}$	0.0458	0.81
$γ_{9}$	-0.0700	-0.92

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Pick n Pay Stores Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:68.41% (+41.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pick n Pay Stores Ltd Analyses