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
$ω$	2.9494	3.15
$α$	0.0830	5.35
$β$	0.6839	11.74
$γ_{1}$	0.5709	1.99
$γ_{2}$	-0.8628	-2.18
$γ_{3}$	0.5701	3.47
$γ_{4}$	-0.4489	-4.66
$γ_{5}$	0.3040	3.85
$γ_{6}$	-0.2823	-3.65
$γ_{7}$	0.2189	2.73
$γ_{8}$	-0.0706	-0.59

V-Lab

Truworths International Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:28.96% (-0.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Truworths International Ltd Analyses