Ghana Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:74.17% (-14.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 259.2755 | 3.67 | |
| 0.1485 | 135.16 | |
| 0.9908 | 405.73 | |
| 2.0022 | 32,293.58 |
Estimation Period:
Jan 4, 2011 to Dec 4, 2025
Jan 4, 2011 to Dec 4, 2025
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