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
$m$	21
$α$	0.1413	19.53
$β$	0.4376	21.76
$γ$	0.0380	3.16
$λ_{1}$	0.0446	0.96
$λ_{2}$	0.0242	1.48
$λ_{3}$	0.9621	38.40

V-Lab

Santam Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:20.30% (+0.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Santam Ltd Analyses