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
$ω$	2.4419	5.28
$α$	0.1303	6.81
$β$	0.5895	10.48
$γ_{1}$	-0.0184	-0.30
$γ_{2}$	0.0207	0.25
$γ_{3}$	0.1211	2.45
$γ_{4}$	-0.2546	-5.61
$γ_{5}$	0.2209	5.93
$γ_{6}$	-0.1209	-3.53
$γ_{7}$	0.0716	1.69
$γ_{8}$	-0.0968	-1.76
$γ_{9}$	-0.0096	-0.15

V-Lab

Wilson Bayly Holmes-Ovcon Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:22.36% (+0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wilson Bayly Holmes-Ovcon Ltd Analyses