V-Lab
Ghana Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:15.83% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 10.30 | |
| 0.1203 | 9.52 | |
| 0.8155 | 68.32 | |
| -0.0221 | -1.08 |
Estimation Period:
Jan 4, 2011 to Apr 17, 2025
Jan 4, 2011 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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