TPS Eastern Africa Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.20% (+3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5430 | 5.32 | |
| 0.1910 | 9.03 | |
| 0.5915 | 12.17 | |
| 0.3270 | 3.89 | |
| -0.4643 | -2.96 | |
| 0.1982 | 1.57 | |
| -0.1135 | -1.38 | |
| 0.1370 | 2.28 | |
| -0.1372 | -2.72 | |
| 0.0690 | 1.42 | |
| -0.0581 | -0.84 |
Estimation Period:
May 12, 1997 to Feb 6, 2026
May 12, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other TPS Eastern Africa Ltd Analyses
Other Spline-GARCH Analyses on International Equities