V-Lab
Ghana Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:27.74% (-4.35%)
Analysis last updated: Saturday, March 25, 2023, 04:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1704 | 11.43 | |
| 0.7259 | 36.13 | |
| -0.0520 | -3.57 | |
| 0.0016 | 0.53 | |
| 0.0056 | 1.45 | |
| 0.9912 | 122.98 |
Estimation Period:
Jan 4, 2011 to Mar 24, 2023
Jan 4, 2011 to Mar 24, 2023
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