Nigeria Stock Exchange All Share Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.26% (+2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8864 | 2.35 | |
| 0.2620 | 7.23 | |
| 0.6269 | 17.25 | |
| 0.0583 | 1.29 | |
| -0.0821 | -1.21 | |
| 0.0257 | 0.54 | |
| 0.0026 | 0.09 | |
| -0.0162 | -0.97 | |
| 0.0180 | 1.66 |
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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