Uchumi Supermarkets Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.75% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7921 | 9.85 | |
| 0.0960 | 5.92 | |
| 0.8545 | 77.07 | |
| 0.0004 | 0.02 |
Estimation Period:
May 3, 1993 to Feb 13, 2026
May 3, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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