Nairobi Secrties Exchnge Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.34% (+31.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7249 | 11.72 | |
| 0.2200 | 7.71 | |
| 0.5152 | 7.97 | |
| -0.0086 | -2.13 |
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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