V-Lab
Ghana Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 29th, 2024:8.51% (+0.99%)
Analysis last updated: Thursday, February 29, 2024 at 02:32 AM 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
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