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
$ω$	1.1229	2.51
$α$	0.1131	6.29
$β$	0.7852	19.56
$γ_{1}$	0.0302	0.24
$γ_{2}$	0.0176	0.10
$γ_{3}$	-0.1108	-1.39
$γ_{4}$	0.1429	2.46
$γ_{5}$	-0.1799	-3.44
$γ_{6}$	0.1910	4.29
$γ_{7}$	-0.1121	-2.67
$γ_{8}$	0.0442	1.07
$γ_{9}$	-0.1123	-2.48
$γ_{10}$	0.1384	3.90

V-Lab

PPC Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:29.33% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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