Car & General Kenya Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:105.78% (+8.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8210 | 8.95 | |
| 0.1839 | 7.95 | |
| 0.6923 | 26.75 | |
| -0.0506 | -1.55 |
Estimation Period:
Jan 11, 1991 to Feb 13, 2026
Jan 11, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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