TPS Eastern Africa Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.09% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2084 | 20.60 | |
| 0.2364 | 27.39 | |
| 0.9197 | 214.48 | |
| 0.0084 | 0.83 |
Estimation Period:
May 12, 1997 to Feb 6, 2026
May 12, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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