East African Breweries PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.00% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0643 | 32.96 | |
| 0.3342 | 20.56 | |
| 0.4625 | 50.06 | |
| -0.0261 | -1.06 |
Estimation Period:
Jan 9, 1991 to Feb 13, 2026
Jan 9, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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