Parameters

USD/KES

UKP/KES

EUR/KES

SAR/KES

${\phi }_0$

0.012795*

0.001017

0.002487

−0.029625

${\phi }_1$

0.122312*

−0.005381

−0.035785

−0.027115

${\alpha }_0$

0.013240*

0.007766*

0.007689*

0.050791*

${\alpha }_1$

0.293133*

0.069715*

0.071443*

0.109711*

${\beta }_1$

0.677415*

0.918373*

0.924463*

0.859588*

${\gamma }_1$

0.056905

0.000542

−0.014933

−0.006687

Shape

2.857848*

10.328140*

9.369216*

6.904317*

JB

3388.7024*

38.4253*

86.8614*

771.6861*

Q(20)

29.0

26.0

32.0 (0.02)

18.0

Q²(20)

21.0

23.0

21.0

10.0