Nairobi Securities Exchange Ltd All Share Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.81% (+7.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5422 | 3.81 | |
| 0.2981 | 11.74 | |
| 0.5774 | 21.16 | |
| -0.0941 | -1.72 | |
| 0.1472 | 1.86 | |
| -0.1099 | -2.24 | |
| 0.0780 | 2.11 | |
| -0.0262 | -0.96 | |
| 0.0299 | 1.06 | |
| -0.0656 | -2.23 | |
| 0.1289 | 3.38 |
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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