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East African Cables PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:54.33% (-2.64%)
Analysis last updated: Sunday, June 22, 2025 at 02:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of East African Cables PLC S0GARCH
paramt-stat
ω2.60582.64
α0.12534.92
β0.747712.87
γ10.29541.61
γ2-0.4436-1.83
γ30.24821.98
γ4-0.2077-1.20
γ50.25051.44
γ6-0.1207-1.01
γ7-0.1250-1.55
γ80.14912.40
γ9-0.0621-1.48
Estimation Period:
Feb 1, 1991 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts