NCBA Group Plc GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.78% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3604 | 21.65 | |
| 0.2710 | 26.07 | |
| 0.5553 | 43.66 |
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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