NCBA Group Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.27% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2859 | 24.89 | |
| 0.3882 | 28.54 | |
| 0.0285 | 1.52 | |
| 0.0443 | 1.51 | |
| 0.0136 | 2.35 | |
| 0.9795 | 109.29 |
Estimation Period:
Jan 10, 1991 to Feb 6, 2026
Jan 10, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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