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
$ω$	1.9329	5.45
$α$	0.0931	6.48
$β$	0.8511	44.06
$γ_{1}$	-0.0495	-0.76
$γ_{2}$	0.0539	0.51
$γ_{3}$	0.0520	0.72
$γ_{4}$	-0.1010	-1.71
$γ_{5}$	0.0867	1.54
$γ_{6}$	-0.0116	-0.23
$γ_{7}$	-0.1200	-2.01
$γ_{8}$	0.1331	2.31

V-Lab

Tsogo Sun Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.72% (-1.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tsogo Sun Limited Analyses