Nigeria Stock Exchange All Share Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.29% (-2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8957 | 2.36 | |
| 0.2635 | 7.23 | |
| 0.6263 | 17.34 | |
| 0.0598 | 1.33 | |
| -0.0846 | -1.24 | |
| 0.0277 | 0.58 | |
| 0.0004 | 0.01 | |
| -0.0121 | -0.59 | |
| 0.0073 | 0.25 |
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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