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
$m$	26
$α$	0.7482	7,482,450.00
$β$	0.0018	17,550.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	1.2958	59.92
$λ_{2}$	0.0926	54.29
$λ_{3}$	0.0022	0.12

V-Lab

FTSE/JSE Africa Top40 Tradeable Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:39.42% (+35.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FTSE/JSE Africa Top40 Tradeable Index Analyses