East African Breweries PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.18% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0533 | 32.78 | |
| 0.3199 | 33.64 | |
| 0.4666 | 50.55 |
Estimation Period:
Jan 9, 1991 to Feb 6, 2026
Jan 9, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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