ABSA Bank Kenya PLC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.49% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3021 | 21.11 | |
| 0.2201 | 38.11 | |
| 0.7218 | 112.83 | |
| -0.0451 | -1.34 |
Estimation Period:
Jan 8, 1991 to Feb 6, 2026
Jan 8, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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