JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.3306	3.02
$α$	0.0695	3.69
$β$	0.8464	18.30
$γ_{1}$	0.5756	3.06
$γ_{2}$	-0.7814	-2.91
$γ_{3}$	0.2788	1.52
$γ_{4}$	-0.0656	-0.53

V-Lab

Pepkor Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:23.40% (-0.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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