Lusaka Stock Exchange All Share Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.75% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8536 | 4.81 | |
| 0.1025 | 7.04 | |
| 0.8549 | 46.11 | |
| -0.0104 | -0.11 | |
| -0.0042 | -0.03 | |
| 0.0729 | 0.58 | |
| -0.0630 | -0.53 | |
| -0.1099 | -0.99 | |
| 0.3040 | 2.87 | |
| -0.3379 | -2.99 | |
| 0.2735 | 2.40 | |
| -0.1797 | -2.22 |
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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