Coronation Fund Managers Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.34% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1491 | 22.70 | |
| 0.0696 | 30.50 | |
| 0.8862 | 262.90 | |
| 0.4606 | 8.57 |
Estimation Period:
Jun 16, 2003 to Feb 6, 2026
Jun 16, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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