V-Lab
V-Lab
Ghana Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:70.31% (-12.26%)

Analysis last updated: Friday, December 20, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ghana Stock Exchange Composite Index GAS-GARCH-T
paramt-stat
ω252.79184.67
α0.1346123.35
β0.9928678.16
ν240862.84
Estimation Period:
Jan 4, 2011 to Feb 23, 2024