Diamond Trust Bank Kenya Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.26% (-6.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1669 | 18.65 | |
| 0.5555 | 33.45 | |
| 0.0455 | 3.78 | |
| 0.0064 | 0.88 | |
| 0.0076 | 2.12 | |
| 0.9912 | 238.91 |
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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