National Bank of Kenya Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2105 | 2,105,180.00 | |
| 0.5938 | 5,938,360.00 | |
| 0.3913 | 3,912,910.00 |
Estimation Period:
Nov 28, 1994 to Dec 30, 2022
Nov 28, 1994 to Dec 30, 2022
News Impact Curve
Volatility Forecasts
Other National Bank of Kenya Ltd Analyses
Other GJR-GARCH Analyses on International Equities