CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.3456	21.67
$α$	0.2868	15.68
$β$	0.5597	44.16
$γ$	-0.0399	-1.27

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NCBA Group Plc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:30.00% (-1.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NCBA Group Plc Analyses