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
$ω$	0.6657	4.99
$α$	0.1214	4.35
$β$	0.7166	12.65
$γ_{1}$	-0.1454	-1.93
$γ_{2}$	0.2758	2.40
$γ_{3}$	-0.2770	-2.65
$γ_{4}$	0.3195	3.00
$γ_{5}$	-0.3248	-3.71
$γ_{6}$	0.2030	3.52

V-Lab

JSE Securities South African Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 1st, 2026:58.21% (-2.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JSE Securities South African Volatility Index Analyses