V-Lab
Ghana Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 28th, 2025:227.98% (-3.54%)
Analysis last updated: Friday, February 28, 2025 at 09:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 276.1819 | 4.54 | |
| 0.1349 | 127.60 | |
| 0.9930 | 668.22 | |
| 2 | 45500.52 |
Estimation Period:
Jan 4, 2011 to Dec 25, 2024
Jan 4, 2011 to Dec 25, 2024
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