V-Lab
Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 21st, 2025:10.57% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9992 | 4.44 | |
| 0.1243 | 5.12 | |
| 0.7790 | 16.24 | |
| -0.2443 | -1.17 | |
| 0.4991 | 1.39 | |
| -0.2835 | -0.93 | |
| -0.1142 | -0.51 | |
| 0.3712 | 2.15 | |
| -0.4565 | -2.31 | |
| 0.3076 | 1.89 |
Estimation Period:
Jan 4, 2011 to Dec 25, 2024
Jan 4, 2011 to Dec 25, 2024
News Impact Curve
Volatility Forecasts
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