Nairobi Secrties Exchnge Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.72% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7608 | 13.86 | |
| 0.2177 | 7.66 | |
| 0.5199 | 8.06 | |
| -0.0045 | -4.42 |
Estimation Period:
Sep 9, 2014 to Feb 6, 2026
Sep 9, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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