V-Lab
Ghana Stock Exchange Composite Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 29th, 2024:8.53% (+0.87%)
Analysis last updated: Thursday, February 29, 2024 at 02:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 11.05 | |
| 0.0932 | 9.92 | |
| 0.8259 | 71.29 | |
| -0.0095 | -0.44 | |
| 2.2682 | 13.72 |
Estimation Period:
Jan 4, 2011 to Feb 23, 2024
Jan 4, 2011 to Feb 23, 2024
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