ABSA Bank Kenya PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.25% (+3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2891 | 17.10 | |
| 0.2066 | 29.92 | |
| 0.7350 | 82.49 |
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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