Diamond Trust Bank Kenya Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.21% (-6.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6596 | 13.78 | |
| 0.1438 | 22.27 | |
| 0.7692 | 71.72 | |
| -0.0663 | -0.58 |
Estimation Period:
Jan 11, 1991 to Feb 13, 2026
Jan 11, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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