Lusaka Stock Exchange All Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.62% (-8.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 977.7953 | 13.83 | |
| 0.1045 | 167.69 | |
| 0.9990 | 13,875.00 | |
| 2.0013 | 200,129.60 |
Estimation Period:
Jan 2, 1997 to May 16, 2025
Jan 2, 1997 to May 16, 2025
Other Lusaka Stock Exchange All Share Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices