CBOE Volatility Index

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	param	t-stat
$ω$	1.0584	2.89
$α$	0.2363	7.38
$β$	0.6749	14.83
$γ_{1}$	-0.1848	-2.37
$γ_{2}$	0.2881	2.78
$γ_{3}$	-0.1750	-2.68
$γ_{4}$	0.1162	1.39
$γ_{5}$	-0.0357	-0.30
$γ_{6}$	-0.0777	-0.64
$γ_{7}$	0.1657	1.88
$γ_{8}$	-0.1661	-2.43
$γ_{9}$	0.1097	1.34
$γ_{10}$	-0.1106	-0.63

V-Lab

ABSA Bank Kenya PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:16.95% (-1.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ABSA Bank Kenya PLC Analyses