Skip to main content
V-Lab

Sanlam Kenya PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.36% (-2.97%)
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 SGARCH
paramt-stat
ω1.34562.76
α0.15464.93
β0.63778.40
γ1-0.3073-0.83
γ20.62921.13
γ3-0.6318-1.91
γ40.52352.34
γ5-0.2178-1.28
γ6-0.0211-0.14
γ7-0.0359-0.27
γ80.25411.77
γ9-0.6531-3.44
Estimation Period:
Feb 1, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts