V-Lab
Ghana Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 28th, 2025:12.52% (-0.60%)
Analysis last updated: Friday, February 28, 2025 at 09:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0417 | 10.14 | |
| 0.1178 | 9.34 | |
| 0.8174 | 67.92 | |
| -0.0201 | -0.98 |
Estimation Period:
Jan 4, 2011 to Dec 25, 2024
Jan 4, 2011 to Dec 25, 2024
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