Nigeria Stock Exchange All Share Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.18% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 11.92 | |
| 0.2444 | 42.16 | |
| 0.7249 | 115.64 | |
| 0.0215 | 2.14 |
Estimation Period:
Feb 1, 1991 to Feb 6, 2026
Feb 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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