Co-operative Bank of Kenya Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.05% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6656 | 23.74 | |
| 0.3173 | 14.03 | |
| 0.4349 | 26.49 | |
| -0.0322 | -0.86 |
Estimation Period:
Dec 26, 2008 to Jan 30, 2026
Dec 26, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Co-operative Bank of Kenya Ltd/The Analyses
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