V-Lab
Ghana Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:299.89% (-72.05%)
Analysis last updated: Saturday, March 25, 2023, 04:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 243.8975 | 3.45 | |
| 0.1376 | 111.95 | |
| 0.9889 | 318.07 | |
| 2 | 26695.48 |
Estimation Period:
Jan 4, 2011 to Mar 24, 2023
Jan 4, 2011 to Mar 24, 2023
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