JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0104	5.98
$α$	0.1618	36.40
$β$	0.9721	796.17
$γ$	-0.0762	-18.28

V-Lab

Dow Jones South Africa Index EGARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:12.85% (-0.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dow Jones South Africa Index Analyses