Sanlam Kenya PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.36% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3456 | 2.76 | |
| 0.1546 | 4.93 | |
| 0.6377 | 8.40 | |
| -0.3073 | -0.83 | |
| 0.6292 | 1.13 | |
| -0.6318 | -1.91 | |
| 0.5235 | 2.34 | |
| -0.2178 | -1.28 | |
| -0.0211 | -0.14 | |
| -0.0359 | -0.27 | |
| 0.2541 | 1.77 | |
| -0.6531 | -3.44 |
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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