Uchumi Supermarkets Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.93% (-2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2806 | 9.37 | |
| 0.2041 | 12.68 | |
| 0.9050 | 83.44 | |
| -0.0079 | -0.45 |
Estimation Period:
May 3, 1993 to Feb 6, 2026
May 3, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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