Nigeria Stock Exchange All Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.16% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2660 | 15.24 | |
| 0.5018 | 12.39 | |
| -0.0734 | -1.72 | |
| 0.2481 | 0.98 | |
| 0.6530 | 0.85 | |
| 0.0000 | 0.00 |
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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