V-Lab
Ghana Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 29th, 2024:11.66% (+4.04%)
Analysis last updated: Thursday, February 29, 2024 at 02:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 10.10 | |
| 0.1068 | 18.00 | |
| 0.8231 | 75.38 | |
| -0.0895 | -3.35 |
Estimation Period:
Jan 4, 2011 to Feb 23, 2024
Jan 4, 2011 to Feb 23, 2024
News Impact Curve
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