ABSA Bank Kenya PLC APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.61% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2457 | 11.34 | |
| 0.2017 | 29.44 | |
| 0.7548 | 73.41 | |
| -0.0823 | -6.26 | |
| 1.7233 | 22.30 |
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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