V-Lab
Ghana Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:10.35% (-0.50%)
Analysis last updated: Friday, December 20, 2024 at 09:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 10.23 | |
| 0.1058 | 9.52 | |
| 0.8328 | 80.34 | |
| -0.0065 | -0.33 |
Estimation Period:
Jan 4, 2011 to Feb 23, 2024
Jan 4, 2011 to Feb 23, 2024
News Impact Curve
Volatility Forecasts
Other Ghana Stock Exchange Composite Index Analyses