V-Lab
Ghana Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, August 21st, 2026
1 Day
157.71%
increased by 32.96%
1 Week
161.54%
increased by 36.79%
1 Month
175.27%
increased by 50.52%
Analysis last updated: Friday, August 21, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 4, 2011 to Apr 30, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 393.4430 | 4.05*** |
α ARCH Response to squared shocks | 0.1565 | 142.02*** |
β GARCH Volatility persistence | 0.9917 | 502.64*** |
ν DF Student-t tail thickness | 2.0018 |
Persistence:
0.992
Half-life:
83 days
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