Coronation Fund Managers Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.23% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0525 | 12.09 | |
| 0.6946 | 31.91 | |
| 0.0838 | 13.27 | |
| 0.0727 | 1.10 | |
| 0.0360 | 1.58 | |
| 0.9435 | 24.25 |
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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