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Co-operative Bank of Kenya Ltd/The Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.87% (-0.09%)
Analysis last updated: Friday, February 13, 2026 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Co-operative Bank of Kenya Ltd/The SGARCH
paramt-stat
ω1.80354.48
α0.34227.80
β0.32244.88
γ10.67931.96
γ2-0.9724-1.81
γ30.44141.15
γ4-0.0088-0.03
γ5-0.4335-1.34
γ60.62502.44
γ7-0.7802-3.63
γ80.91383.54
γ9-0.7020-2.30
γ100.53771.19
Estimation Period:
Dec 26, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts