Nairobi Securities Exchange Ltd All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.07% (+8.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0629 | 30.43 | |
| 0.2792 | 20.57 | |
| 0.6442 | 84.62 | |
| 0.0003 | 0.02 |
Estimation Period:
Jan 17, 1990 to Dec 31, 2025
Jan 17, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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