NCBA Group Plc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.16% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5524 | 26.44 | |
| 0.2956 | 30.24 | |
| 0.5045 | 49.68 | |
| -0.0608 | -0.89 |
Estimation Period:
Jan 10, 1991 to Jan 30, 2026
Jan 10, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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