Lusaka Stock Exchange All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.70% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 12.10 | |
| 0.0658 | 18.63 | |
| 0.9388 | 526.53 | |
| -0.0092 | -1.46 |
Estimation Period:
Jan 2, 1997 to May 16, 2025
Jan 2, 1997 to May 16, 2025
News Impact Curve
Volatility Forecasts
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