V-Lab: Ghana Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis

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V-Lab

Ghana Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, December 5th, 2023:71.14% (+19.22%)

Analysis last updated: Tuesday, December 5, 2023 at 02:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	204.4542	2.97
$α$	0.1383	100.74
$β$	0.9868	227.33
$ν$	2	21299.74

Estimation Period:
Jan 4, 2011 to Nov 30, 2023

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