Co-operative Bank of Kenya Ltd/The EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.48% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2811 | 22.07 | |
| 0.4509 | 39.57 | |
| 0.6780 | 41.00 | |
| 0.0396 | 3.12 |
Estimation Period:
Dec 26, 2008 to Feb 6, 2026
Dec 26, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Co-operative Bank of Kenya Ltd/The Analyses
Other EGARCH Analyses on International Equities