Safaricom Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.28% (-3.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6013 | 22.56 | |
| 0.1851 | 17.91 | |
| 0.5764 | 46.27 | |
| 0.0781 | 3.88 |
Estimation Period:
Jun 9, 2008 to Feb 13, 2026
Jun 9, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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