Coronation Fund Managers Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.21% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1015 | 17.27 | |
| 0.0442 | 14.11 | |
| 0.9181 | 290.92 | |
| 0.0200 | 3.24 |
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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