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V-Lab

Umeme Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.68% (-1.73%)
Analysis last updated: Tuesday, February 17, 2026 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Umeme Limited SGARCH
paramt-stat
ω0.00000.01
α0.37800.03
β0.62200.05
γ1-14.3381-3.11
γ214.74612.41
γ30.06200.04
γ4-0.9549-1.03
γ50.72851.17
γ6-0.4655-0.70
γ70.39300.14
γ8-0.5522-0.11
γ91.66130.25
Estimation Period:
Jul 31, 2013 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts