V-Lab
Ghana Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:69.39% (-11.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 333.2662 | 4.55 | |
| 0.1395 | 130.86 | |
| 0.9930 | 668.67 | |
| 2.0018 | 52,678.29 |
Estimation Period:
Jan 4, 2011 to Apr 17, 2025
Jan 4, 2011 to Apr 17, 2025
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