Co-operative Bank of Kenya Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.19% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7863 | 4.42 | |
| 0.3452 | 7.67 | |
| 0.3256 | 4.93 | |
| 0.6543 | 1.88 | |
| -0.9344 | -1.73 | |
| 0.4219 | 1.09 | |
| -0.0047 | -0.01 | |
| -0.4176 | -1.29 | |
| 0.5892 | 2.28 | |
| -0.7215 | -3.31 | |
| 0.8058 | 3.05 | |
| -0.4819 | -1.58 | |
| 0.0223 | 0.09 |
Estimation Period:
Dec 26, 2008 to Feb 6, 2026
Dec 26, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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