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
$ω$	1.5141	6.91
$α$	0.1461	6.77
$β$	0.4916	7.26
$γ_{1}$	0.0450	0.96
$γ_{2}$	-0.0544	-0.73
$γ_{3}$	-0.0337	-0.54
$γ_{4}$	0.1417	2.34
$γ_{5}$	-0.1933	-3.44
$γ_{6}$	0.1552	3.19
$γ_{7}$	-0.0933	-2.44
$γ_{8}$	0.0766	2.46
$γ_{9}$	-0.1201	-3.68
$γ_{10}$	0.1228	5.17

V-Lab

Santam Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:16.65% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Santam Ltd Analyses