V-Lab
Nairobi Securities Exchange Ltd All Share Index AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:22.65% (+12.99%)
Analysis last updated: Friday, May 3, 2024 at 06:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0538 | 29.08 | |
| 0.2635 | 38.39 | |
| 0.6734 | 89.45 | |
| 0.0153 | 1.44 |
Estimation Period:
Jan 17, 1990 to Mar 28, 2024
Jan 17, 1990 to Mar 28, 2024
News Impact Curve
Volatility Forecasts
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