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
$ω$	2.5453	5.58
$α$	0.1107	3.89
$β$	0.7302	8.48
$γ_{1}$	0.6194	2.13
$γ_{2}$	-0.8775	-1.71
$γ_{3}$	0.6962	1.76
$γ_{4}$	-0.9429	-3.16
$γ_{5}$	1.1183	3.54
$γ_{6}$	-1.4551	-4.15
$γ_{7}$	1.5329	4.25
$γ_{8}$	-0.8971	-3.31

V-Lab

Putprop Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:128.06% (-19.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Putprop Ltd Analyses