V-Lab
Ghana Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 22nd, 2025:5.65% (-4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6617 | 6,616,980.00 | |
| 0.0883 | 883,020.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1920 | 74.87 | |
| 0.7354 | 206.34 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 2011 to Apr 17, 2025
Jan 4, 2011 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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