CBOE Volatility Index

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	param	t-stat
$ω$	1.0643	2.94
$α$	0.2350	7.28
$β$	0.6718	14.28
$γ_{1}$	-0.1668	-2.17
$γ_{2}$	0.2554	2.51
$γ_{3}$	-0.1475	-2.28
$γ_{4}$	0.0948	1.15
$γ_{5}$	-0.0243	-0.21
$γ_{6}$	-0.0777	-0.65
$γ_{7}$	0.1551	1.79
$γ_{8}$	-0.1431	-2.08
$γ_{9}$	0.0681	1.10
$γ_{10}$	-0.0138	-0.32

V-Lab

ABSA Bank Kenya PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:21.19% (+4.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ABSA Bank Kenya PLC Analyses