V-Lab
Ghana Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:26.47% (-3.85%)
Analysis last updated: Saturday, March 25, 2023, 04:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 10.37 | |
| 0.1485 | 8.04 | |
| 0.7458 | 43.75 | |
| -0.0200 | -0.68 |
Estimation Period:
Jan 4, 2011 to Mar 24, 2023
Jan 4, 2011 to Mar 24, 2023
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