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V-Lab

Umeme Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.43% (-5.04%)
Analysis last updated: Thursday, February 12, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Umeme Limited S0GARCH
paramt-stat
ω0.00000.00
α0.75740.00
β0.24260.00
γ1-16.7618-0.08
γ215.90110.05
γ31.86300.01
γ4-1.4543-0.01
γ50.34370.02
γ60.29800.00
γ7-0.2738-0.00
γ8-0.2113-0.00
γ90.91240.00
γ10-0.8991-0.00
Estimation Period:
Jul 31, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts