East African Cables PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:65.70% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2267 | 11.16 | |
| 0.0763 | 11.11 | |
| 0.9182 | 266.91 | |
| -0.0142 | -1.22 |
Estimation Period:
Feb 1, 1991 to Jun 20, 2025
Feb 1, 1991 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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