Coronation Fund Managers Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.35% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2789 | 10.14 | |
| 0.0567 | 5.94 | |
| 0.9030 | 54.56 | |
| 0.0078 | 2.11 | |
| -0.0149 | -1.98 |
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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