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
$ω$	0.6876	2.81
$α$	0.1316	5.68
$β$	0.6747	12.28
$γ_{1}$	-0.8245	-4.05
$γ_{2}$	1.6381	6.16
$γ_{3}$	-1.3566	-9.28
$γ_{4}$	0.6664	4.11
$γ_{5}$	-0.2519	-1.60
$γ_{6}$	0.4204	3.03
$γ_{7}$	-0.4374	-3.62
$γ_{8}$	0.1452	1.24
$γ_{9}$	-0.1223	-0.64

V-Lab

Transpaco Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:39.02% (-2.95%)

Date Range:

Parameter Estimates

News Impact Curve

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