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
$ω$	1.8958	3.92
$α$	0.0553	6.44
$β$	0.9065	62.07
$γ_{1}$	0.1573	1.98
$γ_{2}$	-0.2022	-1.60
$γ_{3}$	0.0011	0.01
$γ_{4}$	0.1245	1.84
$γ_{5}$	-0.1439	-2.36
$γ_{6}$	0.1244	2.43
$γ_{7}$	-0.1229	-2.58
$γ_{8}$	0.1744	3.70
$γ_{9}$	-0.2614	-5.52
$γ_{10}$	0.2165	6.04

V-Lab

Reunert Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:22.36% (-0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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