Diamond Trust Bank Kenya Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.04% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2540 | 10.47 | |
| 0.2609 | 21.70 | |
| 0.8869 | 70.56 | |
| -0.0009 | -0.08 |
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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