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Co-operative Bank of Kenya Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.19% (-1.61%)
Analysis last updated: Sunday, February 8, 2026 at 01:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Co-operative Bank of Kenya Ltd/The S0GARCH
paramt-stat
ω1.78634.42
α0.34527.67
β0.32564.93
γ10.65431.88
γ2-0.9344-1.73
γ30.42191.09
γ4-0.0047-0.01
γ5-0.4176-1.29
γ60.58922.28
γ7-0.7215-3.31
γ80.80583.05
γ9-0.4819-1.58
γ100.02230.09
Estimation Period:
Dec 26, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts