Coronation Fund Managers Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.07% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1389 | 11.79 | |
| 0.0559 | 6.30 | |
| 0.9121 | 66.75 | |
| 0.0007 | 1.85 |
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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