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
$ω$	2.0052	7.32
$α$	0.1358	8.54
$β$	0.6189	13.16
$γ_{1}$	0.0448	1.72
$γ_{2}$	0.0070	0.19
$γ_{3}$	-0.1125	-4.72
$γ_{4}$	0.1202	5.42
$γ_{5}$	-0.0815	-3.40
$γ_{6}$	-0.0024	-0.09
$γ_{7}$	0.0431	2.28

V-Lab

Truworths International Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:30.95% (-3.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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