Sanlam Kenya PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.48% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1881 | 12.81 | |
| 0.3110 | 9.95 | |
| -0.0064 | -0.30 | |
| 5.0041 | 0.65 | |
| 0.5405 | 0.64 | |
| 0.1536 | 0.12 |
Estimation Period:
Feb 1, 1991 to Feb 6, 2026
Feb 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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