Vukile Property Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.61% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5498 | 2.88 | |
| 0.1221 | 2.67 | |
| 0.7036 | 7.28 | |
| -1.0671 | -1.23 | |
| 1.5354 | 1.29 | |
| -0.9233 | -1.63 | |
| 1.8087 | 4.05 | |
| -2.9615 | -6.41 | |
| 2.1183 | 4.42 | |
| -0.4897 | -1.13 | |
| 0.0079 | 0.02 | |
| -0.0042 | -0.01 |
Estimation Period:
Apr 1, 2015 to Feb 6, 2026
Apr 1, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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