V-Lab
Ghana Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 29th, 2024:8.61% (+1.50%)
Analysis last updated: Thursday, February 29, 2024 at 02:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0361 | -3.66 | |
| 0.2257 | 15.47 | |
| 0.8893 | 60.17 | |
| 0.0170 | 1.14 |
Estimation Period:
Jan 4, 2011 to Feb 23, 2024
Jan 4, 2011 to Feb 23, 2024
News Impact Curve
Volatility Forecasts
Other Ghana Stock Exchange Composite Index Analyses