Diamond Trust Bank Kenya Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:61.50% (-7.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4356 | 5.76 | |
| 0.1940 | 7.01 | |
| 0.5570 | 10.00 | |
| 0.0594 | 3.18 | |
| -0.0983 | -3.47 | |
| 0.0718 | 3.69 | |
| -0.0415 | -2.51 | |
| 0.0113 | 0.48 |
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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