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East African Cables PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:51.70% (-2.81%)
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 SGARCH
paramt-stat
ω2.69212.73
α0.13015.09
β0.737512.68
γ10.31741.76
γ2-0.4775-2.01
γ30.26812.16
γ4-0.2206-1.29
γ50.25831.49
γ6-0.1233-1.04
γ7-0.1296-1.59
γ80.16572.34
γ9-0.1105-1.10
Estimation Period:
Feb 1, 1991 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts