Nairobi Securities Exchange Ltd All Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.42% (+9.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.3384 | 41.10 | |
| 0.3339 | 27.76 | |
| -0.0831 | -7.77 | |
| 0.1100 | 1.51 | |
| 0.5808 | 1.81 | |
| 0.2519 | 0.56 |
Estimation Period:
Jan 17, 1990 to Dec 31, 2025
Jan 17, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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