Kitabo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.70% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9370 | 17.38 | |
| 0.1560 | 18.74 | |
| 0.8176 | 143.26 | |
| 0.0048 | 0.31 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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