Nairobi Secrties Exchnge Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.50% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2151 | 23.11 | |
| 0.3370 | 8.06 | |
| -0.0409 | -2.95 | |
| 3.3553 | 0.38 | |
| 0.4133 | 0.35 | |
| 0.0000 | 0.00 |
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 MF2-GARCH Analyses on International Equities