Diamond Trust Bank Kenya Ltd APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.88% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4433 | 6.86 | |
| 0.1086 | 14.11 | |
| 0.8311 | 77.49 | |
| 0.0267 | 1.14 | |
| 1.9438 | 18.95 |
Estimation Period:
Jan 11, 1991 to Feb 6, 2026
Jan 11, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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