Co-operative Bank of Kenya Ltd/The Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.87% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8035 | 4.48 | |
| 0.3422 | 7.80 | |
| 0.3224 | 4.88 | |
| 0.6793 | 1.96 | |
| -0.9724 | -1.81 | |
| 0.4414 | 1.15 | |
| -0.0088 | -0.03 | |
| -0.4335 | -1.34 | |
| 0.6250 | 2.44 | |
| -0.7802 | -3.63 | |
| 0.9138 | 3.54 | |
| -0.7020 | -2.30 | |
| 0.5377 | 1.19 |
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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