V-Lab
Ghana Stock Exchange Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:8.68% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0041 | 4.42 | |
| 0.1289 | 5.21 | |
| 0.7700 | 16.04 | |
| -0.2344 | -1.20 | |
| 0.4962 | 1.45 | |
| -0.3205 | -1.06 | |
| -0.0466 | -0.20 | |
| 0.3110 | 1.77 | |
| -0.4424 | -2.46 | |
| 0.3299 | 2.28 |
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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