Tanzania Share Index Real Time GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.31% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 10.09 | |
| 0.0825 | 8.42 | |
| 0.8930 | 126.28 | |
| 0.0239 | 1.48 |
Estimation Period:
Apr 3, 2009 to Dec 31, 2025
Apr 3, 2009 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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