Diamond Trust Bank Kenya Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:294.66% (+60.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 233.3202 | 4.00 | |
| 0.1832 | 28.79 | |
| 0.9179 | 44.15 | |
| 2.0154 | 1,070.90 |
Estimation Period:
Jan 11, 1991 to Feb 13, 2026
Jan 11, 1991 to Feb 13, 2026
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