V-Lab
Ghana Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:8.68% (+0.91%)
Analysis last updated: Tuesday, December 5, 2023 at 02:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0383 | -3.74 | |
| 0.2257 | 14.98 | |
| 0.8847 | 56.25 | |
| 0.0221 | 1.45 |
Estimation Period:
Jan 4, 2011 to Nov 30, 2023
Jan 4, 2011 to Nov 30, 2023
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