JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.8976	14.13
$α$	0.1206	11.67
$β$	0.8360	99.96
$γ$	-0.0442	-2.46

V-Lab

JSE Securities South African Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 1st, 2026:59.49% (-2.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JSE Securities South African Volatility Index Analyses