V-Lab
Ghana Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:12.94% (+10.65%)
Analysis last updated: Tuesday, December 5, 2023 at 02:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.7288 | 7288050.00 | |
| 0.0212 | 211950.00 | |
| 0.5000 | 5000000.00 | |
| 0.3321 | 11.24 | |
| 0.4035 | 14.88 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 2011 to Nov 30, 2023
Jan 4, 2011 to Nov 30, 2023
News Impact Curve
Volatility Forecasts
Other Ghana Stock Exchange Composite Index Analyses