Equity Group Holdings Ltd/Kenya MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.69% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.4042 | 31.38 | |
| 0.2456 | 15.92 | |
| -0.0268 | -1.56 | |
| 0.4272 | 1.76 | |
| 0.1399 | 1.90 | |
| 0.7500 | 5.42 |
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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