V-Lab
Ghana Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:3.60% (-3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.7475 | 7,475,090.00 | |
| 0.0025 | 24,910.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.3791 | 18.13 | |
| 0.3348 | 24.39 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 2011 to Jun 5, 2025
Jan 4, 2011 to Jun 5, 2025
News Impact Curve
Volatility Forecasts
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