Co-operative Bank of Kenya Ltd/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.77% (+4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0290 | 8.09 | |
| 0.2454 | 17.52 | |
| 0.7664 | 28.33 | |
| 2.4669 | 31.71 |
Estimation Period:
Dec 26, 2008 to Jan 30, 2026
Dec 26, 2008 to Jan 30, 2026
Other Co-operative Bank of Kenya Ltd/The Analyses
Other GAS-GARCH Student T Analyses on International Equities