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
$ω$	2.5257	6.01
$α$	0.1133	4.37
$β$	0.6581	8.68
$γ_{1}$	0.6398	2.37
$γ_{2}$	-0.8956	-1.86
$γ_{3}$	0.6867	1.85
$γ_{4}$	-0.9199	-3.30
$γ_{5}$	1.0476	3.56
$γ_{6}$	-1.2668	-3.80
$γ_{7}$	1.0660	2.85
$γ_{8}$	0.4795	0.99

V-Lab

Putprop Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:146.53% (-18.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Putprop Ltd Analyses