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V-Lab

NCBA Group Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.37% (-0.46%)
Analysis last updated: Sunday, February 8, 2026 at 01:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NCBA Group Plc SGARCH
paramt-stat
ω3.09875.38
α0.30327.92
β0.39317.67
γ10.22833.89
γ2-0.2931-3.10
γ30.08611.08
γ4-0.0337-0.42
γ50.00070.01
γ60.07881.70
γ7-0.1345-2.99
γ80.10392.25
γ9-0.0400-0.46
Estimation Period:
Jan 10, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts