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
$ω$	1.1757	3.43
$α$	0.0970	6.59
$β$	0.8309	26.46
$γ_{1}$	0.0426	1.40
$γ_{2}$	-0.0520	-1.22
$γ_{3}$	0.0030	0.13
$γ_{4}$	0.0342	2.18
$γ_{5}$	-0.0410	-2.68
$γ_{6}$	-0.0383	-1.49

V-Lab

PPC Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:24.81% (+1.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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