Diamond Trust Bank Kenya Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.16% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4646 | 10.80 | |
| 0.1010 | 9.49 | |
| 0.8312 | 79.91 | |
| 0.0095 | 0.57 |
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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