Total Kenya Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:50.43% (-6.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8040 | 2.91 | |
| 0.1966 | 8.44 | |
| 0.6618 | 15.71 | |
| 0.0605 | 0.32 | |
| 0.0813 | 0.31 | |
| -0.3442 | -2.62 | |
| 0.3794 | 3.34 | |
| -0.2732 | -2.96 | |
| 0.1945 | 2.31 | |
| -0.1489 | -2.00 | |
| 0.0011 | 0.02 | |
| 0.1542 | 2.29 | |
| -0.2469 | -2.44 |
Estimation Period:
Jan 17, 1991 to Feb 13, 2026
Jan 17, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Total Kenya Ltd Analyses
Other Spline-GARCH Analyses on International Equities