Uganda SE All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.72% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1475 | 14.10 | |
| 0.1821 | 10.20 | |
| 0.7926 | 108.00 | |
| -0.0436 | -1.71 |
Estimation Period:
Aug 4, 2004 to Apr 4, 2025
Aug 4, 2004 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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