Equity Group Holdings Ltd/Kenya EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.22% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2382 | 31.34 | |
| 0.4592 | 53.18 | |
| 0.8487 | 150.34 | |
| 0.0151 | 1.82 |
Estimation Period:
Aug 17, 2006 to Feb 6, 2026
Aug 17, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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