ABSA Bank Kenya PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.53% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2776 | 16.84 | |
| 0.2314 | 20.23 | |
| 0.7442 | 87.21 | |
| -0.0671 | -4.06 |
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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