V-Lab
Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 3rd, 2023:19.38% (-2.29%)
Analysis last updated: Friday, February 3, 2023, 02:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0843 | 4.40 | |
| 0.1404 | 4.84 | |
| 0.7285 | 11.57 | |
| -0.1201 | -1.08 | |
| 0.3434 | 1.86 | |
| -0.3734 | -2.12 | |
| 0.2345 | 1.40 | |
| -0.1329 | -1.21 |
Estimation Period:
Jan 4, 2011 to Jan 27, 2023
Jan 4, 2011 to Jan 27, 2023
News Impact Curve
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