Sanlam Kenya PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.46% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4438 | 11.87 | |
| 0.2389 | 16.20 | |
| 0.8540 | 64.38 | |
| 0.0162 | 1.00 |
Estimation Period:
Feb 1, 1991 to Feb 6, 2026
Feb 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sanlam Kenya PLC Analyses
Other EGARCH Analyses on International Equities