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
$ω$	1.9027	5.54
$α$	0.0975	6.39
$β$	0.8373	38.79
$γ_{1}$	-0.0543	-0.88
$γ_{2}$	0.0620	0.62
$γ_{3}$	0.0464	0.68
$γ_{4}$	-0.0955	-1.71
$γ_{5}$	0.0730	1.38
$γ_{6}$	0.0279	0.58
$γ_{7}$	-0.2144	-3.32
$γ_{8}$	0.3633	3.66

V-Lab

Tsogo Sun Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:40.20% (-1.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tsogo Sun Limited Analyses