Lusaka Stock Exchange All Share Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.95% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9429 | 4.81 | |
| 0.1029 | 7.06 | |
| 0.8494 | 43.18 | |
| 0.0280 | 0.22 | |
| -0.0754 | -0.36 | |
| 0.1222 | 0.72 | |
| -0.0699 | -0.44 | |
| -0.0625 | -0.43 | |
| 0.0321 | 0.22 | |
| 0.1958 | 1.16 | |
| -0.3940 | -2.48 | |
| 0.4854 | 2.95 | |
| -0.5193 | -2.09 |
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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