ABSA Bank Kenya PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.83% (+3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2387 | 29.13 | |
| 0.7400 | 82.13 | |
| -0.0666 | -7.05 | |
| 1.7553 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.6475 | 0.00 |
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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