East African Cables PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:51.70% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6921 | 2.73 | |
| 0.1301 | 5.09 | |
| 0.7375 | 12.68 | |
| 0.3174 | 1.76 | |
| -0.4775 | -2.01 | |
| 0.2681 | 2.16 | |
| -0.2206 | -1.29 | |
| 0.2583 | 1.49 | |
| -0.1233 | -1.04 | |
| -0.1296 | -1.59 | |
| 0.1657 | 2.34 | |
| -0.1105 | -1.10 |
Estimation Period:
Feb 1, 1991 to Jun 20, 2025
Feb 1, 1991 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
Other East African Cables PLC Analyses
Other Spline-GARCH Analyses on International Equities