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
$ω$	1.9633	2.56
$α$	0.2305	6.75
$β$	0.3921	4.53
$γ_{1}$	1.2169	1.31
$γ_{2}$	-0.7856	-0.60
$γ_{3}$	-1.4439	-1.91
$γ_{4}$	2.3791	3.77
$γ_{5}$	-2.8160	-3.91
$γ_{6}$	2.3656	3.27
$γ_{7}$	-1.1075	-1.58
$γ_{8}$	-0.3045	-0.48
$γ_{9}$	1.2558	2.27
$γ_{10}$	-1.0708	-2.63

V-Lab

Sygnia Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:37.16% (+5.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sygnia Ltd Analyses