NCBA Group Plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.10% (-11.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.5530 | 6.03 | |
| 0.1945 | 31.62 | |
| 0.8987 | 54.05 | |
| 2.2116 | 98.95 |
Estimation Period:
Jan 10, 1991 to Feb 6, 2026
Jan 10, 1991 to Feb 6, 2026
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