Nairobi Secrties Exchnge Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.37% (+31.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1626 | 22.01 | |
| 0.2043 | 15.71 | |
| 0.5953 | 47.26 | |
| -0.0007 | -0.03 |
Estimation Period:
Sep 9, 2014 to Feb 6, 2026
Sep 9, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nairobi Secrties Exchnge Plc Analyses
Other GJR-GARCH Analyses on International Equities