Coronation Fund Managers Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.78% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1532 | 4.75 | |
| 0.0664 | 18.07 | |
| 0.9766 | 185.81 | |
| 3.9703 | 8.17 |
Estimation Period:
Jun 16, 2003 to Feb 6, 2026
Jun 16, 2003 to Feb 6, 2026
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