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
$ω$	1.9568	2.60
$α$	0.2295	6.90
$β$	0.3803	4.36
$γ_{1}$	1.2200	1.32
$γ_{2}$	-0.7851	-0.61
$γ_{3}$	-1.4650	-1.95
$γ_{4}$	2.4208	3.86
$γ_{5}$	-2.8681	-4.04
$γ_{6}$	2.4380	3.41
$γ_{7}$	-1.2402	-1.77
$γ_{8}$	-0.0282	-0.04
$γ_{9}$	0.6345	0.99
$γ_{10}$	0.5272	0.56

V-Lab

Sygnia Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:42.37% (-1.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sygnia Ltd Analyses