Equity Group Holdings Ltd/Kenya GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.17% (-6.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6424 | 27.49 | |
| 0.4223 | 21.12 | |
| 0.5113 | 49.13 | |
| -0.0393 | -1.26 |
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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