V-Lab
Ghana Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:19.95% (-5.05%)
Analysis last updated: Saturday, March 25, 2023, 04:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0824 | -5.12 | |
| 0.2742 | 16.71 | |
| 0.8342 | 38.66 | |
| 0.0179 | 1.06 |
Estimation Period:
Jan 4, 2011 to Mar 24, 2023
Jan 4, 2011 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
Other Ghana Stock Exchange Composite Index Analyses