ABSA Bank Kenya PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:198.07% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 972.8935 | 9.51 | |
| 0.1546 | 205.55 | |
| 0.9939 | 1,575.06 | |
| 2.0065 | 32,362.56 |
Estimation Period:
Jan 8, 1991 to Feb 13, 2026
Jan 8, 1991 to Feb 13, 2026
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