Vukile Property Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.18% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5467 | 2.87 | |
| 0.1215 | 2.66 | |
| 0.7036 | 7.24 | |
| -1.0876 | -1.26 | |
| 1.5717 | 1.32 | |
| -0.9554 | -1.69 | |
| 1.8438 | 4.14 | |
| -3.0029 | -6.51 | |
| 2.1688 | 4.51 | |
| -0.5619 | -1.26 | |
| 0.1478 | 0.31 | |
| -0.3627 | -0.57 |
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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