Limuru Tea Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.38% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 7.40 | |
| 0.0817 | 4.78 | |
| 0.9385 | 304.01 | |
| -0.0514 | -2.26 |
Estimation Period:
Jan 1, 1992 to Feb 6, 2026
Jan 1, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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