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
$ω$	1.5910	7.21
$α$	0.1391	6.65
$β$	0.4966	7.19
$γ_{1}$	0.0605	1.31
$γ_{2}$	-0.0712	-0.96
$γ_{3}$	-0.0382	-0.61
$γ_{4}$	0.1565	2.60
$γ_{5}$	-0.2119	-3.82
$γ_{6}$	0.1727	3.61
$γ_{7}$	-0.1077	-2.86
$γ_{8}$	0.0874	2.72
$γ_{9}$	-0.1272	-3.24
$γ_{10}$	0.1279	2.21

V-Lab

Santam Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:16.45% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Santam Ltd Analyses