Ghana Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:108.64% (-13.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 302.2681 | 4.42 | |
| 0.1417 | 132.72 | |
| 0.9927 | 625.13 | |
| 2.0020 | 46,557.26 |
Estimation Period:
Jan 4, 2011 to Jun 5, 2025
Jan 4, 2011 to Jun 5, 2025
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