V-Lab
Ghana Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 29th, 2024:0.22% (-2.31%)
Analysis last updated: Thursday, February 29, 2024 at 02:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7989 | 7988670.00 | |
| 0.0577 | 576570.00 | |
| 0.2870 | 2869530.00 | |
| 0.6112 | 111.19 | |
| 0.2905 | 210.96 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 2011 to Feb 23, 2024
Jan 4, 2011 to Feb 23, 2024
News Impact Curve
Volatility Forecasts
Other Ghana Stock Exchange Composite Index Analyses