NCBA Group Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.37% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0987 | 5.38 | |
| 0.3032 | 7.92 | |
| 0.3931 | 7.67 | |
| 0.2283 | 3.89 | |
| -0.2931 | -3.10 | |
| 0.0861 | 1.08 | |
| -0.0337 | -0.42 | |
| 0.0007 | 0.01 | |
| 0.0788 | 1.70 | |
| -0.1345 | -2.99 | |
| 0.1039 | 2.25 | |
| -0.0400 | -0.46 |
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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