V-Lab
Ghana Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:8.78% (+0.50%)
Analysis last updated: Tuesday, December 5, 2023 at 02:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 10.12 | |
| 0.1070 | 9.38 | |
| 0.8315 | 77.93 | |
| -0.0098 | -0.49 |
Estimation Period:
Jan 4, 2011 to Nov 30, 2023
Jan 4, 2011 to Nov 30, 2023
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