Nairobi Securities Exchange Ltd All Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.87% (+5.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6139 | 20.93 | |
| 0.2195 | 33.82 | |
| 0.8839 | 173.83 | |
| 4.9349 | 15.01 |
Estimation Period:
Jan 17, 1990 to Dec 31, 2025
Jan 17, 1990 to Dec 31, 2025
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