Sanlam Kenya PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.76% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5155 | 3.55 | |
| 0.1393 | 4.73 | |
| 0.6854 | 9.07 | |
| -0.1189 | -0.48 | |
| 0.3085 | 0.79 | |
| -0.4314 | -1.63 | |
| 0.5031 | 2.44 | |
| -0.3790 | -2.70 | |
| 0.1229 | 1.18 | |
| 0.0396 | 0.43 | |
| -0.0826 | -1.12 |
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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