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V-Lab

Sanlam Kenya PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.76% (-2.10%)
Analysis last updated: Sunday, February 8, 2026 at 01:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sanlam Kenya PLC S0GARCH
paramt-stat
ω1.51553.55
α0.13934.73
β0.68549.07
γ1-0.1189-0.48
γ20.30850.79
γ3-0.4314-1.63
γ40.50312.44
γ5-0.3790-2.70
γ60.12291.18
γ70.03960.43
γ8-0.0826-1.12
Estimation Period:
Feb 1, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts